Patsy, I don't think you need to have all those change orders closed and then proceed to remove all tasks of the category...you can remove the tasks associated with the category and those (open) change order's tasks are still fine.
From what you said here, the category does have some tasks and the reason you can't see them the usual way, I think, could be due to some form customization. Like detail_chgcat.htmpl, chgcat_wftpl_tab.htmpl. Thanks _Chi