Hello,
1) Use the Post name type of links https://prnt.sc/1v0vd5s
2) We used links depending on our demo structure for demo purposes only. You need to edit
Shop menu item Static Block and change the content of the mega menu according to your needs and replace dummy links with links to pages/products of your site https://gyazo.com/7d26faf195d3d595ed71cb103c28294c
Regards