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...
The links are generated. Not sure what is the best way to link to the cat accessor vs to the categorical (`doc=func.__doc__.replace(...)`?)