In a new install, I activated the Site Categories plugin. I then created 2 adult categories with 4 child categories for each one.
I put the Site Categories widget in a sidebar and set it to show all the categories from 1 of the adult categories I previously created.
I created a page and using the page builder, I put that sidebar in a row to display it.
I tested it with both the Divi Theme using their page builder and The Parallax One Theme using Visual Composer page builder.
In neither case did the widget show the categories