Let $X$ be a set with a preorder $\le$ and $G$ be a groupoid (i.e., a category where every morphism is an isomorphism).
Treat $X$ as a category with arrows $x \to y$ whenever $x \le y$. Also, let $\sim$ be the equivalence closure of $\le$ (i.e., the smallest equivalence relation containing $\le$). One then has $x \sim y$ if and only if there are $x_0, x_1, ..., x_n$ for which $x_0=x$ and $x_n=y$ and $x_i \le x_{i+1}$ or $x_{i+1} \le x_i$ (possibly both) for $0 \le i < n$. Being an equivalence relation, $(X, \sim)$ could then also be treated as a category (in fact, a groupoid).
Then, does every functor $(X, \le) \to G$ factor uniquely through $(X, \sim)$ via the obvious functor $(X, \le) \to (X, \sim)$ (which is the identity on objects)?
It seems obvious how to do this. Namely, given any $x, y \in X$ with $x \sim y$, there are $x_0, x_1, ..., x_n$ for which $x_0=x$ and $x_n=y$ and $x_i \le x_{i+1}$ or $x_{i+1} \le x_i$ (possibly both) for $0 \le i < n$ (thus producing a "zigzag" of left and right arrows), and one could then apply the functor to each arrow in the zigzag and invert the left arrows to produce a composable chain of arrows in $G$ whose composite should then define the action of the functor on $x \sim y$.
But perhaps, that may not be well-defined, because there could be multiple "zigzags" starting with $x$ and ending with $y$.