Anchors, More Bad Than Good

In Season 3, Kate returns as a vision that haunts Allison after she sacrificed herself to the nemeton. She first appears in 3x13 - Anchors, clawing her way out of the freezer in the morgue that bears her name.

The Divine Move

At the end of Season 3, Mexican hunters break into Derek's loft in their hunt for La Loba. They are suddenly attacked, and then Derek is shot in the chest. He's so terrified by what he sees that he briefly hallucinates a conversation with Stiles, then comes back to the present to see that Kate is alive. 

Peter's claws turned her into a shapeshifter, although she does not appear to be a Werewolf. Her skin is blue and patterned, and she has the teeth of a cat.