FinSweet CMS Nest - data not showing


I have a problem with showing elements using FinSweet Attributes - Nested. I need to nest more collections into another to show cities and categories. I don’t know why it is not showing up. I did step-by-step from and found another page with a working CMS Nest:

Could you please take a look and show me my mistake? I have already spent more than 4h on it and it gets me frustrated.

Here is my public share link: LINK