Maybe we can discuss this in the other/new thread -
https://www.jevents.net/discussions/categorylnk-2-problems-1-re-emerging-1-new -
which I created after realising this one was Resolved (& I didn't know how to UN-Resolve it).
But before I go, I'll answer your points:
Yes, all the new categories are sub categories of a category (but then, so are the old, sibling sub categories which behave as wished).
They are all available in the selection for main menu items. (I hope I'm understanding your point.) That's how I added them to the menu.