https://support.squarespace.com/hc/en-us/articles/4419338075277-Styling-videos-pages?platform=v6&websiteId=649f096b873a2e3da130f9d2
Category navigation
Adding categories to your videos creates a navigation menu on your videos page. Visitors can use these links to filter the videos they're interested in. Keep in mind that category navigation:
Only displays after you've added at least one category
Doesn't display when you click into a video details page
Displays all categories you've added to the page, even those not currently added to any videos
Category navigation displays at the top of your videos page or in a sidebar. You can change the navigation menu position by opening the videos section styles on your videos page and using the Categories type slider to choose Sidebar or Top.
To hide a category from category navigation, open the category's settings and switch off the toggle beside Filter visibility. To hide the top category (named All by default), open the page settings and switch off the toggle beside Filter visibility in the General tab.
To learn more about creating and editing video categories, visit Organizing videos pages.