How to add new page link to the megamenu
This issue is often caused because you set the wrong url.
You could check the url of that category first. Even, you have to use url rewrite for making the url change like you want to.
We have a category with url https://test.2f.5uwebsite.com/at/pub/dadi-collection/wildlife.html
You could check in megamenu items, CUSTOM FRAMING is a static block menu. Look into it, you will see the url we have already made for an example. You could see my attachment as well.