Hi the calendar module does not consider multiple categories when creating a new calendar group. See my pull request for fix in the code
PR HERE:
https://git.freepbx.org/projects/FREEPBX/repos/calendar/pull-requests/41/overview
EDIT: New Issue with freepbx-15.0 as target here https://git.freepbx.org/projects/FREEPBX/repos/calendar/pull-requests/42/overview