Anything written above (or below) reaction arrows usually is a catalyst or solvent, though it can also be a reactant that is not the substrate (for example, in an alkylation reaction, 'RX' can be written above the arrow).
In your case, the strong base is strictly speaking not a catalyst, as it is consumed by the reaction, thus it can be considered a reactant.
As for E2 eliminations, the base deprotonates the alkyl halide in the alpha position, which is immediately followed by elimination of the halide anion. So you get BH+ and X-. E2 reactions, by definition, only occur in strong base, thus HX is not involved as such.