I can’t group variables into a category in Widget. I can only create one custom category, but always failed to create additional ones.
I don’t know if this may help but it will happen when you are using key words that the blueprint is already using.
In my case, I have no problems creating groups. But in one example, I was trying to create an Animation group and it didn’t work. It seemed that the blueprint was using that keyword for something else.
So what are the name that you’ve tried and have you tried creating a new blank widget and creating groups there?
Ah, that may be it! Thanks for your enlightenment. I’ll try that one.
Nope, not working. Doesn’t matter what name i assign to the category. As soon as I compile, it reverts to ‘default’. Creating this menu is going to be rough times 
This seems to be an unresolved issues as of 4.10.4
Widget Blueprints can have function categories, but variable categories are lost as soon as you compile the Blueprint.
It’s not work 4.18.2
Still doesn’t work as-of 4.20.2…
I can google search posts from 2015 on this, can the unreal devs prioritise this? Complex UMG widgets are really hard to manage without this