With categories, the "Related changes" link displays changes to the pages categorized in the category, not to links in the category source. This means that a populated category (category with at least one member) should have this link, even if it's red-linked.
Steps to reproduce:
- Go to Special:WantedCategories
- Pick a category without description page (red link) and members, like Category:Wikipedians who are not a Wikipedian
- On the sidebar, observe that under the group "tools" (where there's a "what links here" link), there's no "Related changes" link. Note that any category with associated description page has that link.
- This link should exist also on categories that have members even if the category description page does not exist, because it's functional. See for example Changes related to Category:Wikipedians who are not a Wikipedian.