Filtering ‘Featured’ posts from a batch of category IDs

Follow the example code below, if you are using WordPress default post. For custom post type the query will be different.

<?php

$args = array(
    'category_name' => 'parent_category_slug+featured_category_slug', // change the category slug as your own
);

$query = new WP_Query($args);

if($query->have_posts()):

    while($query->have_posts()): $query->the_post(); ?>

    <h4><?php the_title(); ?></h4>

<?php
    endwhile; // main loop
    wp_reset_postdata();

endif; // have posts

?>