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It can be some reasons:
- Permalinks. To make WOOF works you are need set permalinks, for example as on the next screen:
- WooCommerce settings in tab Products, subtab Display -> 'Shop Page Display' as show categories - wrong. Plugin cant filter in this mode. So you are need switch to 'Show products'. But if you are need this mode: create new page and apply shortcodes [woof]+[woof_products] there. Read docs please about it.