If the category you are looking for is not available, we recommend you to re-synchronize Amazon marketplace data. You can do it by navigating Amazon > Configuration > Marketplaces > Update All Now.
If re-synchronization didn’t help, it may be caused by Amazon Classifier Category Tree returned by Amazon API.
Each Category on Amazon has two characteristics: Path and Browsenode ID. The Browsenode ID characterizes the exact logical location and may differ from Category Path. Try different Paths or use keywords in the search field to find the right category.
For example, the category “Socks” can be found either in Sports & Outdoors > Fan Shop > Sports Collectibles > Clothing & Uniforms > Socks or in Clothing, Shoes & Jewelry > Novelty & More > Novelty > Clothing > Men > Socks
Read the article on how to set up Amazon category in M2E Pro.
The problem may also appear because not all categories are available via Amazon API. M2E Pro relies fully on the Amazon data feed to display the settings in the user interface. Unfortunately, there's no other option at this moment, rather than wait for the resolution provided by Amazon API team.