Last chapter Katherine asked a favor from their loyal butler Evox, a so called guardian.
(20 years ago)
Fire was everywhere on the castle, and it was started in the 1st floor so there was no escape. Even if they try to jump off the windows they would be guaranteed dead because of the marble floor down the ground.
While the fire finally hit the last floor of the castle where Katherine and her husband, Lucien was (aka dad of Arcadius) they decided to accept their death but they would never sacrifice their own death to the royals. It was for the sake of their own child. And so Katherine has to do what had to be done. A favor from the guardian. Once an agreement was made, Evox went on and huddled baby Arcadius in his arms and then jumped of the balcony safely.