Show categories without selector

It seems to me that featured categories are in separate div container than the dark color one. You could try using CSS to add background to the categories header, if you wish. The relevant classes are highlighted by the author of theme component.

I haven’t seen a theme component that’d fit your description, but it shouldn’t be surprising: people have very different design choices. I think your best option would be either modifying HTML/CSS yourself or going to marketplace and asking someone else to do it for you.