Oli, I think what you're referring to is a VHS "Special Edition" (one of a zillion "Special Editions") that had additional material at the beginning of each movie. The beginning of GF had Puzo telling an interesting story: He had heard that Danny Thomas(!) was planning to buy Paramount so he could star in GF. "I was disturbed by that" (understatement of the decade). So, said Puzo, he contacted Brando about playing Vito and Brando said he'd be interested. At the beginning of the GFII VHS in this edition, we see a scene of Kay lighting candles in church and wearing a mantilla. And, you're right: the novel ends with Kay taking vows in the Catholic Church and going with Mama daily to say prayers for their husbands' souls.