This is the information that is on MyHertitage about this person
Catherine Princess of Turley (born Denmark), 1580 - 1675
Catherine Princess of Turley (born Denmark) was born on month day 1580, at birth place, to Frederick II King of Denmark and Norway and Queen Sophia of Norway (born Mecklenburg-Gustrow).
Frederick was born on July 1 1534, in Haderslevhus.
Queen was born on September 4 1557, in Wismar, Mecklenburg-Vorpommern, Germany.
Catherine had 11 siblings: Mary "Queen of Scotland" England (born Stuart), Johan Garmann and 9 other siblings.
Catherine married John Turley in 1600, at age 19 at marriage place.
John was born in 1575, in Sedgley, Staffordshire, England.
They had 8 children: William Turley, Anne Turley and 6 other children.
Catherine married Simeon Leete in 1595, at age 14 at marriage place.
Simeon was born on June 23 1573, in Eversden, Cambridgeshire, England.
They had 2 children: John Leete and one other child.
Catherine passed away in 1675, at age 94 at death place.
Needless so say there is no source.
Frederick II is known to have had 8 children as follows
1. Elizabeth of Denmark (25 August 1573 – 19 June 1625), married in 1590 to Henry Julius, Duke of Brunswick-Lüneburg.
2. Anne of Denmark (12 December 1574 – 2 March 1619), married on 23 November 1589 to King James VI of Scotland (later also King James I of England).
3. Christian IV, King of Denmark and Norway (12 April 1577 – 28 February 1648)
4. Ulrik of Denmark (30 December 1578 – 27 March 1624 in Rühn), last Bishop of the old Schleswig see (1602–1624), and as Ulrich II, Administrator of the Prince-Bishopric of Schwerin (1603–1624). He married Lady Catherine Hahn-Hinrichshagen.
5. John August of Denmark (1579–1579), died in infancy.
6. Augusta of Denmark (8 April 1580 – 5 February 1639), married on 30 August 1596 to John Adolf, Duke of Holstein-Gottorp.
7. Hedwig of Denmark (5 August 1581 – 26 November 1641), married on 12 September 1602 to Christian II, Elector of Saxony
8. John of Denmark, Prince of Schleswig-Holstein (9 July 1583 – 28 October 1602)
Note there is no Catherine and not a sufficient gap for a missing Catherine to be born in 1580