Breadcrums not showing Categories names their Trees, just the post name

Hi,

I thought that I was doing something wrong with my Custom Post Type on my new website (still in Dev, so sorry it is not live yet), but I did a test on pure simp´le WP posts.

I created 3 nested categories:

1 post:

And the expected result is to get the breadcrumb showing all the 3 categories for that post, but:

What am I doing wrong?

thanks.