Category Name in Single Event Permalink

I have searched the forums and tried using the main wordpress codex for permalinks and custom post types but I can’t figure out how to hook in the proper filter to be able to add the category slug to the single event url.

I know there are a lot of other people looking to do the same, but the information seems scattered.

I would like my permalink to be https://example.com/events/#_categoryslug/ instead of just https://example.com/events/

I have tried to create the #_CATEGORYSLUG placeholder, but no matter what, nothing can be pulled in dynamically in the EM permalink settings.