Category feeds work off the default podcast channel, not a custom channel. You'd need to add the media from the custom channel to the default channel in order to make this work. Category-based podcasts aren't really designed to import media, so there's probably no way to make this work automatically. You'd have to go in to each entry and add the media manually to the default channel for the proper category.
In other words, Custom Channels and Category Podcasts aren't really meant to work together. Is there a reason you need to go from one type of feed to the other?