Who suggested they were Abyssal spies, because I think you might have called it.
Knowing Ido-sensei, Nagato's line could be a red herring. I doubt he'd make it that obvious if Kashima and Katori were Abyssals themselves.
Maybe Katori is being genuine in her plea for help and the Abyssals are involved indirectly (coercion, black mail, brainwashing etc). Though her stripping would be puzzling in that scenario...