Fixups for categoricals

This PR will collect the various fixups for Categorical.

See #8078 for the ToDos.

In the end should Close: #8074


Closes: #8077 -> API/FIX: wrap result cut/qut in Series and make it ordered
you should do the conversion to series after bins_to_cuts is done

eg

res = _bins_to_cuts(...)
if isinstance(x, Series):
   res = Series(res)
return res