Hi Mario,
You are looking for this option here: https://wp-dreams.com/wp-content/uploads/2016/08/18/admin/9815/admin/category-include-empty.png
If you want to fully restrict the search to either of the selected categories at all times, then changing this option may also help: https://i.imgur.com/fVsq0Pk.png
Thiss will restrict the search to the selected categories only, but it must match, and all results not within any category will be also excluded.