You are selecting icons and colors for SharePoint calendar categories in ShortPoint Events design element according to the article How to Map Events Categories with Colors and Icons in ShortPoint and you do not see an option to change icons and colors for custom categories you added.
In your calendar app, you can add custom categories just like Training and Conferences in this example:
When you go to your ShortPoint design element’s Advanced tab because you want to change the color and icons for the custom category, you do not see your custom category:
Customizing icons and colors is currently limited only for out-of-the-box SharePoint calendar category options.
In the Pipeline
We will work on the ability to map icons and colors to custom calendar categories in the next iterations of ShortPoint. Please watch out for updates.