Hi,
You identified several issues. We have responded to them below.
A. Permalink Issue
Yoast does not control the permalinks of the page. We can see you added: recipe_category to your permalinsk in this screenshot: https://2020.food-mag.co.uk/wp-content/uploads/2020/07/Screenshot-2020-07-27-at-10.21.02.png.
We are not sure why the permalink on pages like: https://2020.food-mag.co.uk/food-recipes/recipe_category/mains/ is then failing to replace: recipe_category.
In addition, we can see on your Recipe post types here on the sitemap: https://2020.food-mag.co.uk/recipes-sitemap.xml they are all going to 400 error. This is likely the result of %recipe_category% failing to be replaced with the right recipe category.
We can only suggest contacting your CPT plugin author for more information. It seems like with your set-up you cannot use: %recipe_category%. You may need to use something else in your permalinks.
B. BUT what is weird is that the category Baking works and populates the archive page.
This is not expected to be an archive page: https://2020.food-mag.co.uk/food-recipes/?recipe_category=baking. Rather it is a search page.
Instead, rather, the URLs listed on the sitemap here: https://2020.food-mag.co.uk/recipe_category-sitemap.xml are expected to be your CPT taxonomy of Recipe Category.
This is expected to be the CPT archive page for the taxonomy of baking: https://2020.food-mag.co.uk/food-recipes/recipe-cat/baking/. It currently does not load. We are not sure why. We can only say to contact your CPT author for more information.