Hello,
As you know these Mega Menu is appearing through a HTML Block made under the Dashboard > HTML Blocks.
So, you need to navigate to the above mentioned location > edit the respective Block of the Menu > and check if the link there is updated correctly or not.
To know about which HTML Block is selected for the Menu Item, you need to go to Dashboard > Appearance > Menus > there edit the Categories menu > in that edit the Menu Items separately > and in that you can find the Block selected. Here is the guide to that: https://xtemos.com/docs-topic/html-blocks-usage/#mega-menu
Best Regards.
.
