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...
maybe move the note above to after here (and then you can leave it as is)