Hello,
You shop page, as well as categories pages, have sidebar https://gyazo.com/9c4ad65a6c5d6a362cabd1b1bf8aa6f5
Your Shop page widget area has Prie filter and empty HTML blocks, as the result the sidebar is empty. Taking into consideration showing only categories configured http://prntscr.com/ljjbg0 price filter is shown only /product-category/fashion/sunglasses/aviator/ page http://prntscr.com/ljjdly
As you see I have added Product Categories for testing and it works properly.
Best Regards