Cannot view Categorised item in Outlook on the Web

Hello

I use the colour categories for easy access to particular messages - e.g. Red - Action required; Orange - Forthcoming meeting etc etc.

These generally work fine and are very useful. I have Red, Orange etc under my Favourites and clicking these works fine. However, the Red link shows the following: 

Clicking an 'Unknown' message shows the following:

If I click 'Move to' the following is briefly displayed:

But the view returns to that shown in the second screenshot.

Does anyone know what is happening here, please?

Thank you.