Upgrade 11.22.66 to 2022E or 2023E any gotchas? to be focused on please. Is it a direct upgrade option?

From a Feature Release perspective it’s perfectly safe to proceed with upgrading. 

From an OS and SQL Server version perspective however, what are you currently using?

If you are currently using windows Server 2012 R2 or older this is a good time for you to also perform a hardware refresh and migrate to a new vm with an upgraded OS version. Doing so would also consider the software a fresh install and automatically install SQL Server 2019. 

If this is a physical server and migration is not practical, you can also upgrade the OS in place if necessary.

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If you are currently using Windows Server 2016 or newer then no need to worry about upgrading the OS at this moment however I would confirm your SQL Server version as well. If this is on 2014 or older I strongly recommend upgrading. 

SQL Server 2012 requires an uninstall and reinstall of the Commvault and SQL software. SQL Server 2014 and above can be accomplished with a direct upgrade of the software version in place so long as they are operating on standard edition which is what would have been installed automatically by Commvault.