Hi,
The goal of the breadcrumbs is to allow the user to know where he comes from. So it's normal that by default, if he comes from a module, the breadcrumbs doesn't display the path through a category, since he actually didn't go through a category to reach the page.
Note that this means that if you have several ways to access a product page, you'll have different URLs to reach it. This will cause "duplicate content" issues with SEO.
To avoid this problem, you want to enter the main URL of each product in the "canonical URL" field of each product.
This way, it will tell search engines that regardless the URL they use to reach the product page, this is the main URL you want to be indexed for this page.
Following this, if you want your users to also always use that same URL to access the product page (so you can for example make sure that the breadcrumbs is consistent, regardless from where you access the product page), you can turn on the "force canonical URLs on listings" setting of the HikaShop configuration page so that it uses the canonical URL.