I think when the door closed on Kay, that was it as far as 'back-channel communications' between her and Connie or anybody else still in the good graces of the family.

At least for the near future, any and all communications would be handled between the respective divorce attorneys for Michael and Kay.

Whenever any kind of divorce dispute starts in real life, the lawyers always advise you very strongly to make sure none of your family members, friends, business associates talk to the other person, at all, ever -- because whatever they say can be construed as an 'offer' in the negotiations, and thus you run the risk of undermining your whole case if you allow any of those people to make informal or 'back-channel' contacts.


With all the Corleone family had at stake in the divorce with Kay, it is a very safe bet that their legal counsel -- Hagen or whoever else -- laid down the law that nobody was to communicate with Kay in any fashion whatsoever unless it was in the presence of lawyers for both sides.

So it's highly likely Kay would not even learn of Fredo's death until somewhat later, and at that point it would be explained to her by Michael's divorce attorney with whatever cover story they came up with for Kay and the children.

Of course she would probably strongly SUSPECT the whole thing was fishy, but she would have no hard-and-fast evidence for it.