Hello,
1) The first link that you provided does not work, seems you removed the brand.
Product Categories widget is the default WooCommerce plugin widget, this is not our widget! Product Categories widget displays the list of all the categories http://prntscr.com/lsargq if you chose the option “Only show children of the current category” then it should display subcategories of the current category only. Neither WooCommerce nor XStore has filter by category. If you want to have filter by category you should look for additional filter plugin.
2) I don’t see any widget in the sidebar. What other widget does not work? I have checked the attributes filter widget and it works http://prntscr.com/lsav8q Could you describe in more details your actions to reproduce the issue?
Regards