In episode 8 Grace says to Cathy ''There is one thing I know I'm not wrong about, that you are going to ignore what's really going on at this as school, until it personally sneaks up behind you and stabs you in the heart'', then she walks away angrily.
In the next scene Cathy gets attacked in the shower/at her house.
If it really is Grace it seems so obvious now
Edit: and a couple scenes later Grace uses that attack to get Cathy to tell her about the bath tub incident