The London Tango site is using the cMap template. for paginated results. Pagination is only support by several of the premium templates. Is that what you mean by; “displaying a list in a collapse state which can then be expanded”? Or do you mean something more like what Slim Plus offers?
Re your, example…
I believe the results with settings
category_in='1,2,3' and a user selecting a category would result in a list showing the user selected category not limited to entries categories
1,2,3 and the user selected category.
Not knowing what your category structure… maybe something like this FAQ is the solution.