Hi,
I have family in this area also, maybe I can give you some ideas? Catahoula Parish Court House in Harrisonburg is your best bet, and the parish library is almost next door and is not to be dismissed.
Depending on where in Catahoula Parish your family lived and time period, your records could be in what is now, LaSalle Parish in Jena. (LaSalle was cut out of half of Catahoula parish about 1910 or so.)
The libraries are close to the court houses in that area so if you can, hit the court house and library in each parish. My sister and I did a road trip like that about 2 years ago and are planning 2 more this year... we did 5 parishes in 3 days like that!
Good luck!