What do you want to do with them? i.e. have one instance Catanya controlling one track (easier), or I guess as you want to use Jthalamus, multi tracks (less stable)
This explains how I tried to use Jthalamus a while ago, may be useful to you:
Otherwise I would just load energyXT VSTi in renoise, add Catanya in that and any other VSTi that you want effect with its MIDI. I do not have Catanya to test this Im afraid.