Hi Samuel,
As I see it, you've got a couple of options: a) only post in one category and use tags to drive navigation around to other places where you want your content to be, or b) change your permalink structure to not include the category in the URL, which is probably not ideal. Either way, you're looking at a few 301 redirects to sort the problems you've currently got out - the redirection plugin for WordPress is probably your best bet here.
Noindexing the pages as you have will not mean that the pages within the sub categories don't appear in the SERPs - that is site.com/cat/sub-cat/article and site.com/cat/another-sub-cat/article will appear and be dupe content - only that the category pages themselves will not be indexed, which is probably not ideal either if you want to have a targeted page around live music for example.
So, to fixing. Make your choice of one of the two options above. Personally I would go for a), then I would look at removing the noindex on category and tag pages. I would also look to migrate from AiO SEO to Yoast's SEO for WordPress.
Hope this helps
James