Hi, I installed wireless analyzer today on android phone, and noticed that my wireless networks uses only 2 of 4 channels I set in CAPsMAN settings.

I have 4 channels configured:
1 - home 2.4g
11 - home internet of things
36 - home 5g
44 - guests

it looks like this:

Then in configuration I have 4 configurations which include some other settings like SSID, security, datapaths, etc. All settings are correctly inherited except channels - IoT runs on channel 1 same as home 2.4g and guests run on channel 36 same as home 5g.
Is that CAPsMAN limitation that virtual wlan can't have separate channel from it's master ot I have configured something wrong?

It is a hardware limitation. A wireless chip can only transmit using the same radio parameters (channel center frequency and width). So you can have several virtual interfaces with their own SSIDs and even authentication methods in each band (2.4 and 5 GHz), and you can even have a STA (client) behaviour in parallel with AP behaviour (not for a cAP, only for autonomous wireless interface), but the radio parameter settings are those of the physical (master) interface.

Thank You.

One more thing. Even if it works very well now, best practice is best practice and should be followed all the time, so...
Is it better to leave it as it is - all three devices (hap/cap/cap) on same channels, or maybe I should split channels between devices?

something like:
hap: 1 / 36
cap1: 6 / 40
cap2: 11 / 44

I live in a standalone home, no other wireless networks in range, if that is the case.

You should let APs run on different channels so they won't cause interference to each other when there will be client devices in areas where signal of different APs overlap.