Your catfish will probably eat the eggs. I have two Zebra Danios and I don't know how to sex them either. If I have a pair and if they've bred, I didn't know. The other fish may have eaten these hypothetical fish. If you have four, chances are that you have at least one pair.
I've heard that if you want to breed zebra danios, one way to make sure the eggs aren't eaten, put marbles in the bottom of the tank, this way the eggs and fry go to the bottom, where the parents and/or other tank inhabitants don't eat them.
Also, if you discover that you have a breeding pair, you could always buy a breeder. It's a small plastic tank with holes that you submerge into your main tank. You put the pregnant female into it until she lays the eggs, then you remove her and let the fry grow in the breeder until they're big enough to let into the main tank.
Also, my danios get fat after I feed them frozen brine shrimp. I thought the bigger one was pregnant, so I put her/him into the breeder for the evening. The next day, s/he was regular size and there were no fry. So this may be what you're seeing.