In 1901, Katerina, 6 months pregnant, embarked on a regional tour at the invitation of her friend Ellen Maria Stone, an American Protestant missionary. Both were kidnapped by Internal Macedonian Revolutionary Organization (IMRO) members who ransomed them for money in what become known internationally as the Miss Stone Affair. Ottoman authorities suspected Protestants of involvement and for a short time, Cilka was arrested on orders by the vali (governor) of Salonika on unfounded charges of being complicit in the kidnapping. After Katerina's release, the Cilkas returned to Korçë and authorities from the Ottoman state continued to suspect the couple of involvement in the event. The couple had a daughter named Eleni.
