Fixups for categoricals

This PR will collect the various fixups for Categorical.

See #8078 for the ToDos.

Closes: #8077 -> API/FIX: wrap result cut/qut in Series and make it ordered
Closes: #8074 -> Discussion
Closes: #8078 -> Todos

This has a (passing) unittest for #8138 but no code changes. Not sure what was the change which fixed the bug there...
len orig must == len of new categories right or this raises? (on ``set_categories)``, maybe not necessary to mention as the exception will just happen