WordPress Categories vs URL Structure

I just launched my first WordPress site, and I’m confused by WordPress’ Categories feature. I would like to set it up so that I have three URL structures:

  1. Regular posts display @ mysite.com/post-title
  2. Posts in the category “World” display at mysite.com/world/post-title
  3. Posts in the category “Issues” display at mysite.com/issues/post-title

It looks insanely simple, yet it isn’t working for me. I went into Dashboard > Settings > Permalinks and entered “world” where it says Category base. I don’t know how to add “Issues,” because you can apparently only add one category here.

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Then I went into Posts > Categories and created two categories – World and Issues. I then created a new post and assigned it to the category World. (I also entered a lower case slug version.) But the post displays at mysite.com/post-title, not mysite.com/world/post-title.

In summary, I would like to be able to 1) create a category (e.g. World), 2) create a new post and assign it to that category, and 3) see that category represented in the URL structure (e.g. mysite.com/world/post-title).

Can anyone tell me what I’m doing wrong?

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