Thanks for the screenshots.
It seems you have the “Load Terms” option enabled for your taxonomy. Because taxonomy field works individually, each of them will load the selected taxonomies. It won’t check if the other taxonomy fields are assigned to certain taxonomies. That’s why you have the first selected taxonomy on all of your taxonomy fields.
Kindly disable the “Load Terms” option to fix it. Keep in mind that you can’t update the taxonomy fields from the taxonomy meta box with this setup. But you still can update the taxonomy meta box with the taxonomy fields.
I hope this makes sense.
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