Hi Nicolas,
I found out that the Module of HikaShop Content is generating bad the canonicals for the subcategories because it only assume the Menu you choose so it puts always like this:
Menu/Category
Menu/SubCategory
instead of
Menu/Category
Menu/Category/SubCategory
When you add the IDs to the products I was not able to see the products so I remove that option.
The way I did it was by creating in the Main Menu a Menu Item for each Category, SubCategory (chill of category) and for each Brand. Then I unpublish the Module HikaShop Content where all the categories were shown and erase all canonicals again.
After that I open Category by Category and see Total os products so the Canonicals can be generated in the right way.
Now everything works fine with the site and with the sitemap but it's a bit boring to create always a menu item for each new Category or Brand that I need to add.
Other thing is that the Canonicals from Products and Brands were generated and Stored but all Categories were left empty. That's why I think the Module HikaShop Content is he one that generates the Canonicals.
Thanks for your help