Hi!
Thank you very much for the details, it helps a lot! Your configuration looks all right.
I suspect the issue might be related to untranslated items. By default the plugin has the WPML compatibility enabled, so only items are displayed, which are translated, and have a translation in the current language. You can turn that off here: https://i.imgur.com/53EW0Ov.png
That will very likely solve the issue.