DEPR: inplace setting of Categorical.categories
- [ ] closes #xxxx
- [x] tests added / passed
- [ ] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit) for how to run them
- [x] whatsnew entry

I thought we had gotten all of these, but apparently not.
hmm the suggested alternative is to use rename_categories, but that will make a copy, whereas what we really want to offer is to make a view. moving to 1.5 Mothballing while troubleshooting locally.