Hello, we all know that Catalina met Claude around San Fierro in 92 and decided to leave San Andreas right after this, it wouldn't bother me if GTA III was set right after San Andreas, but GTA III events are taking place a decade after San Andreas.
I don't think it took them ten years to travel from west to east unless they drove the world's slowest ride. What could have happened during those years ? Could they have hit various states across the country by robbing several banks, pretty much like Bonnie and Clyde. Evading autorities while robbing banks sounds impossible to me.