Hello,
I saw the screenshot you attached. To hide empty categories in the shop sidebar you need to edit the categories widget from Appearance >> Widgets >> Shop page widget area.
Then you need to set the option to hide empty categories.
Screenshot for Clarification: https://ibb.co/wWkdqJX
And for the uncategorized make sure that you haven’t added any products to it then clear cache and check back.
To Remove the price from the shop filters try adding the following Custom CSS in the Global Custom CSS area under Theme Settings >> Custom CSS.
#WOODMART_Widget_Price_Filter {
display: none;
}
Best Regards.