33 Def? Fuck thats absurd, she has 22 at level 28 right now. I really won't level her up to 40 just for this, specially considering I would have to do it all over again once I promote her to 5*.
I guess 4* Ursula is just impossible for me.
I was more or less in the same boat as you. I have a 4* Catria and she's absolutely my MVP in that 4* Ursula map. I did train her to lv40 though because she was one of the arena bonus characters last season. But even without that, she's still one of the better lance users so I don't see the training as a waste, unless you desperately needs a good blue unit and is planning on upgrading her to 5* real soon, which judging from what you said, isn't the case.
At 4* lv 40 her defense is not insanely high, at 26 based, but she has Seal Atk 2 which lowers the poison dagger ninja's Atk by 5. My 4* Catria is neither +Def nor +Spd so she takes 7 damage per hit and gets doubled so it looks like she take 7*2 = 14 per turn, but that's just the 1st turn. The next turn she's only taking 4, which is hugely negligible. And like others have said, she also can kill the sword knight faster, thanks to higher Atk, Spd, and obviously Luna, which the ninjas help you charge up every time
What I'm trying to say is, training 4* Catria is worth it, if you really want to beat the 4* Ursula map. I'm one of those lazy guys who really do not want to train some otherwise mediocre units just to beat the map, so I brought two of my mains to the map, Nino and Marth. My Nino did the exact same thing as many others' FemRobin, kill Ursula in turn 1. But my Nino is not +Spd, she has the based 36 Spd which is not enough to double Ursula. This is where Marth comes in, with Spur Spd. Fortunately my Marth s +Spd -HP so he doesn't get doubled by the ninja, still he takes 20 damage so I need a healer to heal him every turn (at -HP he only has 37 HP). But I also need my healer to heal Catria who's tanking another ninja. What is the solution? Well, Falchion healing! So at the turn Falchion healing triggers, I divert my healer to heal Catria instead. And there's also occasion where I need to use Nino to pull my healer back to avoid staying in the ninjas' range after healing.
And just like that, I finally piece my solution together. I don't have any of those "recommended" units like Hector, Camilla, or Effie and I refused to train or upgrade FemRobin, Narcian, or Subaki just for this map. It's surprisingly satisfying that I just make use of some of my usual units' abilities like Draw Back, Falchion, Spur Spd, Seal Atk and solve the puzzle. This feel really good.