want to load the multiple select box field data as per selected category using ajax form alter?
Use reference &amp;$form_state instead of $form_state in functions
hook_form_alter(&amp;$form, &amp;$form_state, $form_id)

Edit:
Ohh yes, I got, there is one should be field_loadtest_player you used "field_loadtest_category" on both ajax
$form['field_loadtest_player'][LANGUAGE_NONE]['#ajax'] = array( 
   ...
   ...
);
$form['field_loadtest_category'][LANGUAGE_NONE]['#ajax'] = array( 
   ...
   ...
);