How to set “section categories”?

If you would like to add taxonomy other than default, you need to create another one by using register_taxonomy()
Because by default, only category and post_tag are created and associated to post.

Add the following code in functions.php

// 'post' is the post type name that you want to associate this new taxonomy to.
function q363839_create_new_tax() {
    $args = array(
    // please refer to the link above and add your settings here according to the need
    );
    register_taxonomy( 'section_category', 'post', $args );
}
add_action( 'init', 'q363839_create_new_tax' );

If in case you are creating taxonomy using plugin in.
Make sure you choose the following value to true so that it will appear in your custom post type eg. Artwork Admin Column

Show Admin Column - True

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Edited: About the theme interference
I suddenly have an idea on how to solve the problem that is being created by the theme. You may try to

  1. search the code for register_taxonomy(), see what is the name of the taxonomies
  2. unregister it by unregister_taxonomy()
  3. create your taxonomy in CPT UI

OR

The best, you contact the theme author because the author for assistance knows it the best and will be the support for you.

Then you could be free from interference of the theme provided that you are sure that after removing the taxonomy from the theme will not break your templates.
If it break, then you just go to Screen Options to hide the default taxonomy and use your own one.