Hello,
01. I’ve checked and noticed that you’ve selected WooCommerce Product Brands for your sidebar filter. Please note that in order for these filters to display correctly, the brands must be assigned to the products.
To resolve this, please navigate to Products > Brands and you will see the bands are empty. You need to edit your products to assign the appropriate brand in the right sidebar. Once assigned, the filter will start showing in the sidebar as expected.
02. Please first ensure that your Shop page is correctly set. Navigate to WooCommerce > Settings > Products > Shop page and select your desired shop page from the dropdown.
Once set, go to Appearance > Customize > WooCommerce > Product Catalog and change the default sorting option and check how it works.
Best Regards,