Block View Relationship between two content types
I ended up figuring out what was needed for my issue. A Contextual Filter and a Relationship needed to be set.

For relationship, I needed to select Paragraph referenced from field_courses.
Then the contextual filter needed to be Courses (field_courses) Paragraph (category) Appears in: semester_courses (Description).

Now when I go to each course, it displays what program that course is taught in.