Fix "No products were found matching your selection" message
If you are receiving a No products found which match your selection or No products were found matching your selection error message when viewing your product categories, here are a few things to check/do:
Check Default Product Sorting
If you have set your Default Product Sorting to Popularity (sales), you need to change that to something else. You can do that here: WordPress Admin Area > WooCommerce > Settings > Products > Display > Default Product Sorting.
If you are using any caching plugins, be sure to clear all caches before viewing your category pages. It's common for a category page to get cached before products have been added to the category.
Sometimes category counters are out of sync. To solve this go here WordPress Admin Area > WooCommerce > System Status > Tools and click the first 3 buttons on that page. That will reset the counters.
Check that Products Exist
Do the categories which are not appearing on your site have products in them? You can check that by going here WordPress Admin Area > Products > Categories and looking under the " Count" column to see how many products are in any given category.
Check Product Set Categories
Have you configured your Product Sets to import into WooCommerce categories? More specifically, have you picked at least 1 WooCommerce category for your Product Set to import into on the edit Product Set page. If you select a new WooCommerce category or change the category, you must update (Bump) your Product Set for the new changes to take effect.