The full solution is below, with a short explanation for each group. To avoid spoilers, play the puzzle or open the hints page before reading the answer panels.
WATCH, HOURGLASS, CLOCK, and TIMER all fit the category "Timekeepers". They help measure time. The shared link accounts for all four words, which is why the remaining board words should be tested against a different rule.
Category
Map features
LEGEND / SCALE / COMPASS / BORDER
LEGEND, SCALE, COMPASS, and BORDER all fit the category "Map features". These help you read a map. The shared link accounts for all four words, which is why the remaining board words should be tested against a different rule.
Category
Things with bars
SIGNAL / SOAP / MUSIC / CHOCOLATE
SIGNAL, SOAP, MUSIC, and CHOCOLATE all fit the category "Things with bars". Bars can describe each answer. The shared link accounts for all four words, which is why the remaining board words should be tested against a different rule.
Category
Coffee shop orders
MOCHA / LATTE / CORTADO / AMERICANO
MOCHA, LATTE, CORTADO, and AMERICANO all fit the category "Coffee shop orders". You can hear these at a counter before 9 a.m. The shared link accounts for all four words, which is why the remaining board words should be tested against a different rule.