Shop by Theme Baby Occasion

Winter Wonderland Boy Baby Shower
Pink Girl Baby Shower
Unisex Baby Reveal Shower
Confetti Baby Reveal Shower

You do not have a link list with a handle set to baby-occassion, or you do and it's empty. Go ahead and create a link list called Shop by Theme Baby Occasion on your Navigation page and populate that link list with links that point to collections, to see collections listed here. Make sure the link list also has a handle set to baby-occassion.