Since the 2.8.9 release, you have the option of listing all events together and NOT separating by category. Go to the event list tab in configuration and set the ordering to date or whatever you want. The new secondary ordering applies only if category is the primary ordering still.
Then you can also enable (which is enabled by default) a category dropdown filter. You can also now (also new in 2.8.9) enable the category to be displayed under the event title, just like location or moderator does.
So I'd suggest ordering all of the events together and just make sure your category filter is enabled and the new "show category" option is enabled.
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