I cannot log in to check the settings, however, I am inspecting the styles of your site and see that cache plugins influences.
Please deactivate all the plugins not related to the theme and switch the parent theme, check the issue, If the problem has gone, activate the plugins one by one, checking the issue to detect which one causes the problem.
If you mean the categories in the sidebar of the shop page, please go to Appearance > Widgets > Shop page widget area and configure the Product categories widget: https://prnt.sc/vevkzc