How to switch from custom post type URL to category URL?

Your best bet will be a bunch of apache rewrite rules. Place something like this above the # BEGIN WordPress line in your .htaccess file:

<IfModule mod_rewrite.c>
    RewriteRule ^subdirectory/(.*)$ /anotherdirectory/$1 [R=301,NC,L]
</IfModule>

So, using your example of redirecting /review to /reviews:

<IfModule mod_rewrite.c>
    RewriteRule ^review/(.*)$ /reviews/$1 [R=301,NC,L]
</IfModule>

You can put as many rules as you need (i.e. 1 for each sub directory). You can read more about mod_rewrite here.