This tutorial will help you fix orphaned Featured Category Boxes. This issue happens when you delete the post categories before removing the Featured Category Box for the deleted category.
*To avoid this issue, always remove the Featured Category Box first, then delete the category from your blog.
1. Add your new Categories in the Posts > Categories page.
2. Assign these Categories to some of the posts on your blog. Make sure you have at least one post assigned to each category.
You can use the "Quick Edit" option to easily add a category to a post in the Posts page.
3. Once you have added your new categories and assigned them to some posts, go back into the Customizer and your new categories should be in the Featured Categories area.