I would like to filter transactions so only those with a blank category are shown.
Then, I would like to sort by Payee.
There are several ways to do this. Probably the simplest is to go to the Spending tab and click on Uncategorized transactions.
@QuickAlex if you want a report, you can run a "Banking → Transaction" report -
for all dates (or any date range you want), and
only select "Not Categorized" for the category, and
only select "No Security" for Securities.
This report will be sortable by Payee (a.k.a Description).