Hi,
Thank you for the details, it helps us greatly!
The problem with the hierarchical categories (Localizacion) is, that the items are not actually contained within the parent categories. If you open the Localization taxonomy page, you can see that there are 0 items within the parent categories: https://i.imgur.com/sY6pYlk.png
The items are only actually assigned to the last level of the taxonomy terms. Therefore selecting any of the parents will not yield any results, as there are none.
The only way of resolving this is by correctly assigning them to the parent taxonomies as well. WordPress does that by default if the parent checkboxes are checked, so in case a plugin is used for that, you may need to look up the options there to make sure they are assigned correctly.
As for the second question, unfortunately that is not possible yet.