SELECT 
    c.entity_id AS category_id,
    cev.value AS category_name,
    p.entity_id AS product_id,
    p.sku AS product_sku,
    cp.position AS product_position
FROM
    catalog_category_product cp
INNER JOIN
    catalog_category_entity c ON cp.category_id = c.entity_id
INNER JOIN
    catalog_product_entity p ON cp.product_id = p.entity_id
LEFT JOIN
    catalog_category_entity_varchar cev ON c.entity_id = cev.entity_id
        AND cev.attribute_id = (
            SELECT attribute_id FROM eav_attribute 
            WHERE attribute_code = 'name' AND entity_type_id = (
                SELECT entity_type_id FROM eav_entity_type WHERE entity_type_code = 'catalog_category'
            )
        )
ORDER BY
    c.entity_id ASC, cp.position ASC;