I see that you created one joomla menu per category on your left module and you are using the joomla menu module to display it. In such case, for each menu you created, you will have to set its hikashop options as each menu will have his own hikashop options. You don't have too many menus so it's not so difficult.
However, for users with more categories, they could use a hikashop content module to display a listing of categories and in its hikashop options use the "menu" option to tell the system to use the same options as another menu (your catalogue menu in your case).
As you can see in the links, you always have an itemid option. That defines which menu's options will be used to display the page once you clicked on the link. When you set the menu option in a hikashop module, all the link will have the id of that menu as itemid. And as you can see on your current menus module, each menu has its own itemid set in the link which is why you have to set the options for each menu.