I tried to make a new category for my new post and it didn’t appear in the right sidebar. But when I clicked on Categories in the left dashboard-sidebar, it was there.
So I copied the entry, refreshed the “new article”-page, the category appeared and I just pasted my text, but of course that’s only a work-around.
I don’t know why that happened, but maybe someone could have a look at it.
You can create as many categories as you wish but the Categories widget cannot display null data. So until you publish a post and assign the Category you created to that post there is no data ie. posts linked titles for the Categories widget to display. Have you published a post in the Category that’s not displaying? If so then please post a link to it.