Use the GD > Categories shortcode, [gd_categories]. With these settings it lists every category of a post type, including subcategories and categories that have no listings yet:

[gd_categories post_type='gd_place' hide_empty='0' max_count='all' max_level='all' max_count_child='all' no_cat_filter='1' sort_by='az']

What each setting does

• post_type='gd_place' picks the post type. Leave it out to use the current one.
• hide_empty='0' keeps categories with no listings. Set it to 1 to hide them.
• max_count='all' shows all top level categories.
• max_level='all' shows every level of subcategory. The default is 1 level.
• max_count_child='all' shows all subcategories under each parent.
• no_cat_filter='1' shows the full list on category pages too, instead of only the children of the category being viewed.
• sort_by='az' sorts alphabetically. Other options are count, parent, term_order and include (the order you list the IDs in).

To show some categories only, add filter_ids='21,8,43'. To leave some out, use negative IDs: filter_ids='-21,-8'. Set hide_count='1' to remove the listing numbers.

The same options are in the block and widget settings. You can see them all in the shortcode builder and in GD > Categories.