Not quite

 At a quick glance, it may look as though I've cracked Kathy's method of doing interlocking rings. No. The last ring doesn't actually intersect with the first, in spite of my having unwound and rewound the shuttle and poked the thread where I thought it was supposed to go.  I think I've made progress in learning the process, though I can't say I feel confident yet. I'll keep at it.