The Ustasha war against the Serbs was as much religious as racial. The language used and the justifications fabricated were cloaked in "catholic" religious terminology. The diplomatically neutral role of Apostolic Visitor, Giuseppe Marcone, precluded him from making formal protest, but did not prevent him from reporting what he heard and saw to the pope, Cardinal Maglione and others in the Secretariat of State. It is impossible to suggest that Rome knew nothing, quite simply because they did know and admitted as much.
ADSS records some of the reports sent by Marcone indicating that the Croatian bishops were doing something to try and protect the Jews, but with next to no success. There is evidence that attempts were made to rescue Jewish children and larger efforts to move as many Jews as possible into the Italian zones in nearby Slovenia and Dalmatia.
I will post some of these documents along with comments in the near future as well as continuing the account from Slovakia. Given that both Slovakia and Croatia were "Catholic" states the history of the Holocaust in each place does provide a way of attempting to understand the action and reaction of the Vatican to the unfolding events.
For an introduction and overview to the Holocaust in Croatia see the United States Holocaust Memorial Museum pages on Yugoslavia.
On Croatia's relationship with the Catholic Church there is much material. Michael Phayer's The Catholic Church and the Holocaust, 1930-1965, Bloomington, Indiana University Press, 2000 and Pius XII, the Holocaust, and the Cold War, Bloomington, Indiana University Press, 2007 are, I believe, the best place to start.
If the reader can chart their way carefully through Carl Savich's sometimes contentious interpretation of history, The Vatican Role in the Ustasha Genocide in the Independent State of Croatia (2011) does have some interesting points. I disagree not only on his reliance on John Cornwall's Hitler's Pope, but the lack of balance in parts. It is historical fact that the Vatican did attempt to do something to help the Jews of Croatia-Serbia. It is also historical fact that Archbishop Stepinac of Zagreb did speak against the murderous policies of Pavelic's regime. These need to be acknowledged. It is also dangerous putting too much responsibility on the shoulders of Abbot Marcone. Marcone did let Rome know what was going on. Moral issues aside, the Vatican needed "its man on the ground" in order to have a conduit into and out of Croatia.