Does "categorymembers" work different from the others?  When I try
http://en.wikipedia.org/w/api.php?format=xmlfm&action=query&list=embeddedin&eilimit=20&eititle=Template:LGBTProject
it returns exactly the same results as
http://en.wikipedia.org/w/api.php?format=xmlfm&action=query&list=embeddedin&eilimit=20&eititle=LGBTProject

"categorymembers" doesn't seem to be the same -
http://en.wikipedia.org/w/api.php?format=xmlfm&action=query&list=categorymembers&cmlimit=20&cmcategory=Category:Compositions_by_Alexander_Glazunov
returns nothing, while
http://en.wikipedia.org/w/api.php?format=xmlfm&action=query&list=categorymembers&cmlimit=20&cmcategory=Compositions_by_Alexander_Glazunov
returns the list of articles.

--SatyrTN