{
    "Relations": [
        {
            "Type": "A",
            "Categories": [
                { "Name": "Identity" }
            ]
        },
        {
            "Type": "B",
            "Categories": [
                { "Name": "Identity" },
                { "Name": "Contact Information" },
                { "Name": "Addresses" },
                { "Name": "Bank Accounts" }
            ]
        },
        {
            "Type": "C",
            "Categories": [
                { "Name": "Identity" },
                { "Name": "Contact Information" },
                { "Name": "ServiceFields" }
            ]
        }
    ]
}

{
  "Name": "Identity"
 }
{
  "Name": "Contact Information"
}
{
  "Name": "Addresses"
 }
{
  "Name": "Bank Accounts"
 }
{
   "Name": "ServiceFields"
 }

void Method()
{
    string jString = File.ReadAllText(@"file.json");
    dynamic jObject = JsonConvert.DeserializeObject<dynamic>(jString);
    
    var categories = new List<dynamic>();
    foreach (dynamic relation in jObject.Relations)
    {
        foreach (dynamic category in relation.Categories)
        {
            if (!CollectionContainsItem(categories, category))
            {
                categories.Add(category);
            }
        }
    }
    // The variable in question
    var result = new List<dynamic>();
    foreach (var category in categories)
    {
        result.Add(category);
    }
    
    bool CollectionContainsItem(IEnumerable<dynamic> collection, JToken searchedItem)
    {
        foreach (var item in collection)
        {
            if (JToken.DeepEquals(item, searchedItem))
            {
                return true;
            }
        }
        return false;
    }
}

{
    "Relations": [
        {
            "Type": "A",
            "Categories": [
                { "Name": "Identity" }
            ]
        },
        {
            "Type": "B",
            "Categories": [
                { "Name": "Identity" },
                {
                    "Name": "Contact Information",
                    "Type": "Phone"
                },
                { "Name": "Addresses" },
                { "Name": "Bank Accounts" }
            ]
        },
        {
            "Type": "C",
            "Categories": [
                { "Name": "Identity" },
                { "Name": "Contact Information" },
                { "Name": "Service Fields" }
            ]
        }
    ]
}

{ "Name": "Identity" }
{
    "Name": "Contact Information"
    "Type": "Phone"
}
{ "Name": "Addresses" }
{ "Name": "Bank Accounts" }
{ "Name": "Contact Information" }
{ "Name": "ServiceFields" }

List<dynamic> Method()
{
    string jString = File.ReadAllText(@"file.json");
    dynamic jObject = JsonConvert.DeserializeObject<dynamic>(jString);
    
    // The variable in questions
    var categories = new List<dynamic>();
    foreach (dynamic relation in jObject.Relations)
    {
        foreach (dynamic category in relation.Categories)
        {
            if (!CollectionContainsItem(categories, category))
            {
                categories.Add(category);
            }
        }
    }

    return categories;
    
    bool CollectionContainsItem(IEnumerable<dynamic> collection, JToken searchedItem)
    {
        foreach (var item in collection)
        {
            if (JToken.DeepEquals(item, searchedItem))
            {
                return true;
            }
        }
        return false;
    }
}

My code generates an IEnumerable (List, but I am open to suggestions if there is a more compatible option) that holds all distinct categories, meaning, it contains the following JSON:

My code generates an IEnumerable (List, but I am open to suggestions if there is a more compatible option) that holds all distinct categories, meaning, when joining its values (using string.Join("\n", collection)) it contains the following JSON: