They are not free to marry if they had a previous marriage that did not end in death, and do not have an annulment for that one.
Their status should be: Widow/Widowed and Not Free to Marry
The strict answer, of course, is that if the first marriage was not annulled, the second one never happened, so the person isn't a widow (in the eyes of Holy Mother Church, at least), and so should just choose Divorced.
Admittedly, this is all complicated enough that CM would be well served by having new members list ALL previous civil marriages and how they were terminated, at which point the CM computers could determine - and display in the profile - the 'correct' status. Of course they would then get help tickets from people in the situation we're discussing here, but that would be a small price to pay.
The 'Divorced, previous spouse deceased' could be a nice middle ground. It clearly makes no sense in the strictly Catholic context, but clearly the word 'widow' is so deeply attached to cultural expectations that I can certainly understand the hesitance to select it, even if it is 'ecclesiastically correct'.