From what I understand, ultraviolet catstrophe means that at that time scientists believed that for energy to be higher the frequency should be higher. But frequency is higher in case of ultraviolet light but ultraviolet light has less heat.
This is a wrong understanding. More energy means also utimately more heat, once the electromagnetic frequencies are absorbed.
This the catatastropy:

As the other answer explains, in classical electromagnetic theory the radiation (radiated power density) from a heated body could not be fitted. It resulted with a climbing frequency spectrum,( ~1/wavelength) whereas the quantized formula fitted the data with the Planck radiation formula. It was called a catastrophy because classically it went to a singularity, very large frequencies.
Does this mean that even though ultraviolet light is having greater frequency it has less energy?
No , the energy of a photon is h*nu, as discovered by Planck.
Also since violet color has most energy ultraviolet light has less energy than violet even though ultraviolet is more hotter than normal heat?
No .
Ultra violet, as the name says , is beyond violet in frequency, thus with higher energy.