Hello,
2) Remove this content from the Shop page http://prntscr.com/oi1m06 , enable sidebar here – http://prntscr.com/oi1m9z and add desired widgets to the Shop sidebar (Appearance > Widgets https://youtu.be/4SfPPuwPCVI). Categories style you can change in Theme Options > Shop elements > Categories.
4) Go to Appearance > Widgets > add Product categories widget to the Shop sidebar and edit title – https://prnt.sc/oi1oct
Regards