Bug: Legend changes to "(Blank)" when Initial Scroll Position is set to End

Your repro is very clear, and it points at the trigger: the breakage happens when per-category formatting is written while Initial Scroll Position is End, not because End is set at all.

A workaround until it's fixed: set Initial Scroll Position back to Start, make all your Data colors / per-category label changes, then switch it to End as the very last step. In the cases I've seen like this, the category-specific formatting survives as long as it isn't edited while End is active. If a visual is already showing "(Blank)", switching back to Start doesn't always bring the categories back, so it can be quicker to duplicate a clean copy of the visual and redo the colours there.

Since you can reproduce it in a brand-new PBIX in both Desktop and the Service, it's worth raising through Power BI Support with this exact repro and your build number (2.158.1177.0), and checking the Microsoft Known Issues page in case it's already listed.