The RoHS FAQs make it clear that in general finished cables (e.g. terminated not just simple cable on a reel) are in scope and that data cables are Category 3 or 4.
So the CE mark should be applied to USB and Ethernet cables. Cables specifically intended for a product which is in a different category or excluded would be in the same category as that product.
Normally this would not be the case for generic use cable like USB or Ethernet unless there was some particular part of the design which made the specific to that product (e.g. you could imagine ruggedized cable for use in industrial products).
Category 11 classification would apply only to non-finished cable (e.g. unterminated) as the use could be in many applications in or outside of scope currently. In this case the CE mark should not be applied but another mark to indicate RoHS compliance compatibility would be acceptable.
NMO would refer you to the EC FAQs. Of course these are not legally binding but anyone not conforming to their interpretation should not be surprised if they are challenged.