Category posts widget not showing Custom Post categories

Hello,
I am using Category Posts Widget plugin to show posts from selected categories in Main sidebar. It has worked perfectly until now.
I have created a bunch of custom post types (like Employee directory, training & development, etc.) and have assigned categories to these posts.
However, when I use Category Posts Widget in order to show posts from the custom post types in the Main sidebar, under ‘Filter’ dropdown, it does not show the custom post type categories.

Please let me know if I am missing any step, to get the widget to show categories in dropdown for custom post types.

Thank you.

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