Is there an issue with the Tag Cloud Category Filter?
I use the cloud for only one category, when i hover the tag it says that there are 4 items but clicking it loads all the items from all categories.

The filter will load tags (in the module) that are assigned to one of the categories.
It will not affect the actual tag listings which are produced when clicking on the tag.

I did not know that.
Thank you,
I will try to hide the results i don't want based on the items category name.
Is there an easy way to get the tag that was clicked? (Apart from the url)

You can get the id, the name, and other params in the tag.php template.
What do you want to achieve exactly?