If you have made a heresy become the dominant religion in CKII (and possibly have SoA; not sure about that), your Cathar will convert as Cathar. If not, you will become the parent religion. It should be possible to mod the converter to allow it even if this is not true by changing the row in religion_table reading "cathar;catholic;0;Catholic" to "cathar;catholic_heresy;1;Cathar" (not 100 % sure on the syntax as I have not tried it myself, but it should be something like that) and adding the correct localization if that is not automatically changed. I suggest that you use Notepad++ or similar, as a rogue parenthesis or blank space can mess up the files if you are using regular Notepad.
Note that you will have to edit the converter and then export the save again to make it work, and that this might cause some trouble if the CKII save is an Ironman save (not sure if the converter is part of the checksum or not). If it is an Ironman game and the converter modding changes the checksum, you can always change it manually by modding the files in the resulting mod; but that can be quite time consuming if there are a lot of provinces that have to be changed.
If you run into problems with the converter, I think that the people in the Mod subforum for either CKII or EUIV can help you (EUIV is probably best if it is an issue with any part of the "output", as the syntax in the EUIV files is slightly different than the one used in the CKII files). You might also want to look on the EUIV wiki to find stuff like Province ID if you have to mess around with those files to manually change the religion of a province.
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