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Hello @mrbogdan,
Thank you for contacting Rank Math support, and sorry for any inconvenience that might have been caused due to that.
Assuming that those categories and subcategories are already set to index, then please follow these steps to flush your sitemap cache (if not yet):
1. Flush the Sitemap cache by following this video screencast:
2. Exclude the Sitemap files of the Rank Math plugin in your caching plugin. The cache could be via a plugin or from the server. For plugins or Cloudflare, please follow this article:
If the issue still persists, please check this link for the common reasons why some of your pages are not getting included in your sitemap:
https://rankmath.com/kb/url-not-in-sitemap/
Hope that helps.