TST: Test pivot with categorical data
closes #8860
closes #8731
closes #9534

Looks like the examples in these issues pass in the master branch. Added test to confirm. 

@mroeschke thanks! 

can you see if you can figure out what issues solved these and list here.

If they are in 0.19.2 or 0.20, then we want to add these issues to the current whatsnew. Cool! 
It seems they were already solved in 0.19.0 ## [Current coverage](https://codecov.io/gh/pandas-dev/pandas/pull/14807?src=pr) is 85.28% (diff: 100%)
> Merging [#14807](https://codecov.io/gh/pandas-dev/pandas/pull/14807?src=pr) into [master](https://codecov.io/gh/pandas-dev/pandas/branch/master?src=pr) will increase coverage by **<.01%**

```diff
@@             master     #14807   diff @@
==========================================
  Files           144        144          
  Lines         50953      50968    +15   
  Methods           0          0          
  Messages          0          0          
  Branches          0          0          
==========================================
+ Hits          43452      43467    +15   
  Misses         7501       7501          
  Partials          0          0          
```

> Powered by [Codecov](https://codecov.io?src=pr). Last update [4378f82...b506083](https://codecov.io/gh/pandas-dev/pandas/compare/4378f82967f59097055eef17ede50aa515525551...b506083205d8b086eec7e9b8b21cf676d7c3c1ce?src=pr) Looks like #11371 may have helped address these issues back in 0.17.1, but I am not finding any recent PRs fixing these issues.   thanks!
