Portfolio Grid, limitation of Categories does not work

Dear Support Team,

I am using the portfolio grid to show art pieces of different years.
For every year, I created a dedicated page that I want to display in the portfolio.
So, in the portfolio grid , I defined which categories/ pages I want to display.
So far so good. That works.

Problem:
The portfolio view offers menu items on the far left and far right side to go back and forth to the other pages included in the portfolio.
Unfortunately, this function is not limited only to my chosen categories, but also includes all other categories I have ever created and I do not want to show.

What can I do?

Thanks a lot,
Sandra