This problem looks quite similar to what I recently ran into.

After a fresh zencart and multisite addon install for 3 domains I was hoping to be able to select any one of my templates and change the sideboxes associated with that template.

That is:
1. I went to Admin->Tools->TemplateSelection and selected a template.
2. I went to Admin->LayoutBoxesController to set up the sideboxes.
3. I repeated steps 1-2 for the other templates I had.

However, the sideboxes only appeared for the first domain that I configured.

After some debugging, I seems that after step 1 above, the zencart SQL table template_select's field called template_dir is not set to the newly selected template after step 1.

In MySQL, I issued the following command to verify this:

mysql> select * template_select;

I manually tried to set it and I was able to successfully update it and my sideboxes show up for mysite2!

mysql> update template_select set template_dir = 'mysite2' where template_id = '1'

So there appears to be something odd happening inside of
admin/template_select.php after the multisite addon perhaps(?)

The $template_dir variable is used in ./admin/layout_controller.php which configures the sideboxes. Without the $template_dir set it just uses the default.

So my three sites now have a categories sidebox working but it would be good to track down what is happening here.

I plan to investigate more if time permits.

Hope it helps someone.