I investigated a bit deeper, and I think I found the “problem”.
In fact, it only shows categories related to published posts. The categories not related to published posts does not appear for filtering. Please could you check this also from your side? In cases this is the point, it would be possible to make the category filter working for all categories independently if they are related to created posts or not?
By the other hand, when selecting other types of posts like custom ones, the tip feature does not appear on frontend. How to enable it also for custom posts?
Thank you Alex