Hi Gianluca,
I tried the scenarios in some Demo site locally and I can normally see the category pages and the subcategory pages, and I am not redirected to the first article as you mention.
1. In your example, the “betting” is a category or a subcategory?
2. What is the structure of your Permalinks, could you check and let us know? You can find these under Dashboard > Settings > Permalinks.
3. Does this happen only while using SportsBetting, or with other themes, too (e.g. using some of the twentytwenty default WordPress themes)?
4. If you create a new Page, and give it a slug of “betting”, then it makes sense that when you go to yoursite.com/betting you see the new blank page you created. In order to add some content/text to the category page, you will need to overwrite some template inside the child theme using PHP.