I just installed wp shop posts pro on my new website and when I create a new list and choose on taxonomy category it only shows me first category as you can see on screenshot here: https://prnt.sc/v4p2vm
Actually I am still using normal version of wpshowposts but, if possible I suggest for next version on category you add an option that can choose All categories so, at the moment this category gets content added then it will do it automatically so its easier for admin to manage.