Taxonomy and Archive show in widget but aren’t filtering

I have one CPT and one hierarchical taxonomy with a dozen or so taxonomy terms. The taxonomy (categories) will show in the Category dropdown of the widget but when I select any of them the filtering isn’t apparently working because the page will just refresh and stay the same. I’m using Custom Post Types UI plugin to create these. I don’t have a live link to show for this, but could generate a demo site. If you’re into helping please let me know and I will do that.