Hi,
If you open the structure of the hikashop_filter table via your PHPMyAdmin, you can see that the filter_category_id column is of the type "VARCHAR 255".
And HikaShop stores in there the id of the categories you select, separated by commas.
But you're limited to 255 characters due to the type of the column.
Change the type of the column to "text" and you"ll be able to store around 65 000 characters in the field.
We use by default varchar(255) because that's more efficient (for the database MySQL queries) and it's usually enough for 99% of the merchants.
But you can change the type of the column, that's not a problem. It will still work even after the updates.