Want a custom query with just one category but from all custom post types

1. category_name should take a string, not an array I believe
2. post_type is not mentioned as an arg, and thus defaults to ‘post’

so try:

    $args = array(
      'post_type' => 'any', //or use cpt slug as string, or array of strings if multiple
      'category_name' => 'budget', //use 'budget,premium' if you want posts with budget OR premium, use 'budget+premium' if you want budget AND premium. 
    );

    $this_query = new WP_Query( $args ); ?>