Now able to select categories, when I click on the three dots next to the category, nothing happens. Can you advise?
which version are you using, and if there is any error in the browser console?
as a side note you might want to hide the url to your website in your screenshot :)
Using CMS 12, see follows:
I believe this is a known bug that should have been resolved in CMS version 12.19.1, although I can't find the actual bug in the bug list.
However, I'm running CMS version 12.22.1, and it's working fine for me when moved to the edit page header.
So the answer is to upgrade your CMS version.