Hi,
Events from all venues issue is fixed by changing the settings as you mentioned. But, there is one another problem, on first load all the events are showing. However, when you then select either the Events or the Exhibitions link it pulls only one or two results for each.
In the lotherton page https://lmg.alexandermarketing.co.uk/lotherton/whats-on/
there are total 13 results on first load. But, in the event type search result there is only 2 results were shown. All these 13 events have either Event or Exhibition category is added.
The All option is also not working. Please take a look on this https://lmg.alexandermarketing.co.uk/kirkstall-abbey/whats-on-at-kirkstall-abbey/. All/ Exhibition/Event are showing no result.