How exactly did you manage to get no record in the products_to_categories table?
Are you using some external service/plugin to inject your products/categories?
In fact, please go back to step 1: Explain ALL the ways in which your site differs from original Zen Cart code. Plugins, code changes, customizations, external services, PHP version, everything. (That's why we ask for it in the Posting Tips that shows up above the Reply box when you click Reply)
EDIT: Moving this out of the Bug Reports area, because this doesn't appear to be a ZC bug. More likely it's a result of data tampering or using external tools with bad data.*