[Solved] Clarification needed on "Associated categ

Let me use a workflow to label different "Associated category" for easy discussion.

I create a joomla menu with Menu Item Type = Categories listing (of Hikashop)
After I click the HikaShop Options on top-right corner, it leads me to another page
　there is an Associated category (1) & Associated modules on left bottom
After I click the link under the Associated moduels that leads me to a 3rd page
　there is another Associated category (2) which has its default value carried from the page of DisplayTab under the main configuation page I name it (3).

Questions A
Must I align the selection under (1) and (2) so as to make it work correctly?
What is the resulting effect if they don't?

Questions B
If I want to amend (2), can I do it directly or I better amend it on (3) then create a new module (2') to replaced it?
From time to time, I see such a lock icon

Thanks a lot for your clarification. It makes much more sense to me now.

Regarding the lock, so, it is a Joomla feature?
I do the development on a private server and I am the only user. It is the first time I encounter this lock and it only happen with hikashop.
Quite often now when I see this lock, I click the item into its menu, I click Close (not even save) to exit; the lock will disappear. Seems that I am still fine, would like to confirm if it is normal/everything is fine.

Cheers,