The last we saw was her going upstairs at the pub, but yes, it was later said she left Salem with Rex to live in Chicago.
Back when Parker was still Philip's child, around Christmas of that year, Kate said she was going to visit Philip and Parker, and stopping off to see Cassie and Rex while she was there. The only other mention of them after that was when Eduardo bought the charm bracelet for Kate. It had initials for each of her kids, which he (or she) named out loud: Austin, Billie, Lucas, Philip, Cassie and Rex.