Joining sections (Channel) to query based on a related item attribute
Not sure about doing this in a single query. Referencing this doc page section, https://docs.craftcms.com/v3/relations.html#templating, you can make use of relatedTo() by passing in IDs.

Assuming you know the ID of the category already and that ID is 1:

{% set showIds = craft.entries.section('shows').relatedTo(1).ids() %}

{% set entries = craft.entries.section('events').relatedTo(showIds).all() %}


The relatedTo() method doesn't care if the IDs are from Entries or Categories, or even Users and Tags. They're all Elements stored in the elements table so they have unique IDs.