Looked all over the internet to find a way to make my website work like that:
Having the posts under /blog/ and the categories under /blog/ too. example.com/blog/ example.com/blog/%category% example.com/blog/%postname%
The problem is on these forum people say that is impossible because Wordpress can't know which one it is, if a page is a post or a category.
Changed the post permalink to /blog/%postname% and the category prefix to /blog/ but it do not work.
But this website made it and it's in WP: https://startco.ro/blog/idei-de-afaceri/