TST: Improve searchsorted test coverage
As show by https://github.com/pandas-dev/pandas/issues/32762 `searchsorted` is lacking tests in some cases (e.g., we don't seem to have any here https://github.com/pandas-dev/pandas/tree/master/pandas/tests/indexes/interval or here https://github.com/pandas-dev/pandas/tree/master/pandas/tests/indexes/categorical), so it would be good to add these.