|There is a story my grandfather told me, that Catalda DiVita was married before she met Rosario|
Sounds like you have done a lot of research, so these suggestions may or may not help.
Have you looked for a marriage record for Catalda in Villalba? The Family History Center has both civil and church records on film.
If she was married before she came to NY, her comune should have a record.
Also, You have the Stato di Famiglia, so you know three of the children of Rosario and Catalda were born in Scigliano,
but do you have the three childrens birth acts?
civil records for Scigliano tinyurl.com/3nm3vns
If you don't, there may be some helpful information on them.
Hope some of this helps.