Does the categorisation of a retail investor depend on the definition in Directive 2014/65/EU?

Yes, in accordance with Article 4(6) of the PRIIPs Regulation. It is noted that in addition to the categories of “professional clients” and “retail client” in Directive 2014/65/EU a number of Member States have introduced further categories (such as “qualifying investor”, “informed investor”, or “semi-professional investor”) which, by their definition, share some, but not all elements of the definition of “professional client” pursuant to Point 10 of Article 4(1) of Directive 2014/65/EU. The obligation in the PRIIPs Regulation to provide a KID extends to all investors that do not meet the criteria laid down in Annex II of Directive 2014/65/EU, irrespective of any additional categorisation provided for in national law.