Your individual ad pages and category pages are not actual pages but rather dynamic pages that are generated from the ad IDs and category IDs. These pages are not that are tied to WordPress tables so they cannot use WordPress permalinks beyond the point of the WP page they branch from.

If you want the individual ad pages and category pages to use a search engine friendly URL structure you will need to activate search engine friendly urls from your classifieds admin options under “SEO Settings”. Refer to the option:

Search Engine Friendly URLs? [ Does not work in some instances ]