When you click on the rename page do you see the new, correct category name in red?
That needs to be set up. So, copy the information from the old category and add it to the edit box of the NEW category, and make any adjustments you need to make.
So, you would add:
[[Category:Zacatecas]], assuming that is correct.
Once that is done, the bot information can be deleted from the rename category, and manual can be deleted so this is left:
{{Rename Category|Jerez de Garcia Salinas}}
Then save that page and the rename will happen.