Hi there,
Thanks for contacting us. Sorry for the inconvenience. I would request you to create a feature request post. I will add your forum post in our working board.
I would like to add one course or event to multiple categories
This feature does not exist.
Also I need to have more abilities to filtration of courses and events
Already there has filter option. If you need more filter option then you have to do it by yourself. You can post as feature request as sample that you want. We will add your feature request in our working board.
-Thanks