The Katha Upanishad is part of Atharva Veda:
is an important conversation between Naciketas, a young man and Yama, the Lord of Death. According to the Upanishad, Naciketas was sacrificed by his father Vajasravas in a fit of anger and upon dying, he went to the world of Yama and waited there for three days. When Lord Yama came to know about this, he felt greatly concerned as he made a pious Brahmana boy, pure and innocent, wait in his house for three days without receiving the honors due to a house guest. The Kena Upanishad pertains to Sam Veda:
Like the Isavasya Upanishad, the Kena Upanishad derives its name from the starting word, 'kena,' meaning by whom. It belongs to the Talvakara or Jaiminiya Upanishad Brahmana of the Samaveda. Hence, it is also known as the Talvakara Upanishad. It is divided into four sections. The first two sections are in verse, containing fourteen verses and the next two are in prose, with 21 passages. The latter contains a story that brings to light not only the supremacy of Brahman in relation to the Vedic gods but also their comprehensive ignorance of him. The Upanishad contains the secret knowledge of Brahman, the indeterminate nature of the knowledge of Brahman, how even gods have little knowledge of him and how to attain him through remembrance, austerities, restraints, etc.