Custom category for posts in url

Hi guys,

I need to create links to posts that include a custom category name. [I use a term like ‘my_categories’].

But whenever I use http://www.website.com/category-handle/article-handle, it automatically redirects me to http://www.website.com/article-handle.

In permalinks I tried custom with /%category%/%pagename%/ and also with /%my_categories%/%pagename%/

Why does it redirect? How can I stop that redirection and just show the page?