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Hi there!
Unfortunately there is no functionality to see the mapping of the features to the original category names. However, SageMaker provides auto-generated notebooks for the data exploration and feature engineering used during SageMaker Autopilot experiment.
As you may already know, Redshift's create model feature extracts the table into your S3 bucket, runs SageMaker Autopilot that does automatic data exploration, feature engineering and model creation.
A limitation of Redshift's create model feature is that there is no where to store these auto-generated notebooks made by SageMaker Autopilot. So to see these notebooks, you have to manually run a SageMaker Autopilot experiment using the SageMaker console.
You can find out more about it using below links:
https://docs.aws.amazon.com/sagemaker/latest/dg/autopilot-videos.html#autopilot-walkthrough
https://docs.aws.amazon.com/sagemaker/latest/dg/autopilot-automate-model-development.html
If you want more control during the data transformation/engineering process, you can have a look at SageMaker Data Wrangler:
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