putting in bold the category names

Looking at your site, you use sacconicase theme. which could not be found in the www.ads-software.com/themes/ directory, as far as I can see.

If this was a custom theme, you may have to go back to your developer team and ask them to make the necessary change(s) to the theme.

Support of all commercial themes and plugins is out of scope for these forums. While we will not close your post, we also cannot guarantee any support at all, be that by volunteers or the developers. We recommend you instead use the developer’s official contact for their premium offerings, as that is the most direct line. As the developer is aware, commercial products are not supported in these forums.`

Underscores is free, it’s a free starter theme

Did you acquired it from the WordPress theme directory? If yes, please send me the url.

If not, you can reach the underscore support at https://underscores.me/

It’s a starter theme that requires heavy customization. And, it appears to have been left behind in the rush to build block and FSE themes. What are “nations” on your site? Can you include a annotated screen shot?

(It feels like we mods and you have built this site together.)

Italia, Croazia, Spagna : https://ibb.co/xqGkt2z

select#cat .level-0 {
    font-weight: bold;
}