Very. It’s all a part of playing the game of feudal politics: you need to know who’s married to whom and who’s related to whom so that you know what the competing claims for any given bit of land are, or what kin someone could call on during a war, and so on and so forth.
This is why young nobles are so rigorously schooled on heraldry and the like; it’s a system of mutual recognition, a kind of visual shorthand for dynastic claims.
So to answer your questions:
- Catelyn would definitely know, Robb might not. (Although you’d think he’d know that his family had a claim to Harrenhal after the seeming death of Lady Whent…)
- Definitely any lord of the Westerlands would be keeping tabs on the succession of the Rock in the same way that politically savvy people keep tabs of who’s running for President (or Prime Minister).
- Yes and yes.