Some performances appear in a category which I find not logical. How do I change the category of a performance, or similarly: assign a category to a newly created performance?

The Performance will inherit the Main and Sub Category as set for the program in PART 1 of the Performance.

From the HOME screen
Tap the "Type/Name" box for Part 1 or use the [PART SELECT_MUTE/SOLO] button to SELECT > Part 1
select [EDIT]
The screen that appears is always identified upper right "Edit - Part 1 - Common" will appear
Select " Part Settings" > "General"
Here you can set the "Part Main Category" and the "Part Sub Category"
These selections will apply to the entire Performance.

PART 1 serves to anchor the entire 16 Part Performance - and is cataloged in the search engine by its setting.
Make the change, then press [STORE]
Name and Store your edited version to the internal User Bank.
If it is already a User Performance select to Overwrite the previous - if it is a Factory Preset, name and store your version to the current User Bank as a New Performance.

@Rob

Store as a User Performance

Edit Part 1 - Common - Part Settings - General Tab

The two top left windows.

You can't change it for Factory Performances.

Excellent, thank you both!