With the lookup field to Incident from Incident History you should be able to pull your requirements from the Incident History report type only.
With the Incidents with Incident History I don't show those values as well in my org.
Quang, I am not sure I understand how that fulfills my requirements. The Incident History report type by itself has always had the History Data fields.
What I need is a custom report type that shows Category Types with a relationship to Categories with a relationship to Incidents with a relationship to Incident History with the History Data fields...this is what I cannot seem to accomplish.
This will give my users a way to create a report with filters 'Category Type = ABC' and 'Field / Event = Status' and 'New Value = CLOSED' so they can see the Edited By column and run some time metrics on those incidents where the assigned category rolls up to category type ABC.
I can pull those requirements as you described in my org with just the Incident History report type and I don't have a special custom report type create for it. Although, I have a lookup field from Incident to Incident History and vice versa.