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<?php

// 1 вариант
add_filter( 'wp_get_nav_menu_items', function ( $items ) {
	$locations = get_nav_menu_locations();
	if ( ! is_admin() && isset( $locations['main_menu'] ) ) {
		$cats = get_categories();
		foreach ( $cats as $cat ) {
			$item = new WP_Post( new stdClass() );

			$item->title = $cat->name;
			$item->url   = get_category_link( $cat );

			$item->db_id     = $cat->term_id;
			$item->object_id = $cat->term_id;
			$item->object    = $cat->taxonomy;
			$item->type      = 'taxonomy';

			$item->target      = '';
			$item->attr_title  = '';
			$item->description = '';
			$item->classes     = [];
			$item->xfn         = '';

			$items[] = $item;
			$posts   = get_posts( [ 'category' => $cat->term_id ] );

			foreach ( $posts as $post ) {
				$post->url   = get_permalink( $post );
				$post->title = $post->post_title;

				$post->menu_item_parent = $cat->term_id;
				$post->object_id        = $post->ID;
				$post->object           = $post->post_type;
				$post->type             = 'post_type';

				$post->target      = '';
				$post->attr_title  = '';
				$post->description = '';
				$post->classes     = [];
				$post->xfn         = '';

				$items[] = $post;
			}
		}

		array_map( function ( $item_menu ) {
			static $index = 0;
			$item_menu->menu_order = ++ $index;

			return $item_menu;
		}, $items );
	}

	return $items;
} );

// Вариант 2
add_filter( 'wp_nav_menu_objects', function ( $items, $args ) {

	if ( ! is_admin() && $args->theme_location === 'top' ) {

		$cats = get_categories();

		foreach ( $cats as $cat ) {
			$item = new WP_Post( new stdClass() );

			$item->ID    = $cat->term_id;
			$item->title = $cat->name;
			$item->url   = get_category_link( $cat );

			$item->object_id = $cat->term_id;
			$item->object    = $cat->taxonomy;
			$item->type      = 'taxonomy';

			$item->target      = '';
			$item->attr_title  = '';
			$item->description = '';
			$item->classes     = [];
			$item->xfn         = '';

			$items[] = $item;
		}

		_wp_menu_item_classes_by_context( $items );
	}

	return $items;
}, 10, 2 );