Menu problem

I have a “Video” section on my main menu at the top. I have some sub-menus (this goes for “Editorials” on the main menu as well) such “Game Playthroughs” and the other day I started a post with my new video and selected it to be under “Videos” and in the sub-menu “Game Playthroughs”. It shows up under the “videos” section (even on the front page), but not under “Game Playthroughs”. However, when I click on view under “Categories” from my WordPress “Post” section and then click to view under “Game Playthroughs” it takes me to my webpage to a section called “CATEGORY: GAME PLAYTHROUGHS ARCHIVES A PIXELATED VIEW”

I just want it so that when someone clicks on a sub-menu that everything that I want under there to show up and only what I want showing up there.