Re the reference to catering:
They had
already removed the reference to on board refreshments from that page which is the main page for first class: (
http://www.gatwickexpress.com/en/tickets-and-fares/ticket-types/first-class/).
I've posted that fact at least twice in this thread since you made your first post but you seem to keep ignoring it.
The place that they didn't and still haven't removed the reference is on the FAQs page, which is where you saw it, which to be honest is a rather hard to find page as it is under "Contact Us", and as I've posted several times now I would imagine that is simply down to oversight. Nothing more than that.
http://www.gatwickexpress.com/en/contact-us/faqs/on-board/#q7
With regard to the *footnote, what they are saying is that those departures listed from Gatwick Airport in the morning start in Brighton, and from Victoria in the evening are extended to Brighton and as they are at peak times are likely to be full with commuters to/from Brighton and that there may be less First Class seats available for Gatwick customers as a result on those particular trains.
They're merely saying that those particular trains are likely to be very busy with commuters (who may have first class season tickets).