Hello,

Seems you have provided the URL of the wrong site, there is another theme installed.

Anyway, You need to clone Category menu. You need one for desktop and mobile. In the desktop menu you create and add the mega menu as you have done, in the mobile menu you create menu-item – menu-sub-item cause mobile menu does not support mega menu.

Please provide your site admin access to check the settings if you still need help.

Best Regards