Hello,

Navigate to the Theme Settings > Blog you will see that you have configured the right small sidebar http://prntscr.com/lduzer so, now all the categories pages have the sidebar on the right

Now have a look at your menu, http://prntscr.com/lduzvz this page does not show the posts from all the categories. In order to configure this page to show all the posts from all the categories you need to go to Settings > Reading > set this page as “Post page” http://prntscr.com/ldv09j

Best Regards