I ran into this quite accidentally and am not sure whether this behaviour is mentioned in the documentation or not.
This code produces the correct output as expected
px.histogram(data_frame=iris, x='sepalLength', facet_col='species',
             category_orders={'species': ['versicolor','virginica','setosa']})
Whereas, using an incorrect column name as the key for category_orders creates a plot which is identical to the one created when no ordering is specified.
px.histogram(data_frame=iris, x='sepalLength', facet_col='species',
             category_orders={'foo': ['versicolor','virginica','setosa']})
In my opinion this should raise a ValueError similar to when an incorrect column is specified for the usual arguments (x, y, color etc).
Plotly 4.2.1
Python 3.7.4
EDIT: I just checked this with color instead of facet_col and the same issue is present obviously.