It seems that the Wazuh indices created between the 2021.08.20 and 2021.08.25 (inclusive) do not have properly applied the mapping. Except for those, all of them seem to have applied it, so currently there should be no problem for the field to be indexed properly.
The wazuh template seems to be loaded properly and also the Filebeat pipeline.
There are 90517630 Geolocation.location indexed fields, so it seems there is no problem with this field. However, I do not know if they belong to wazuh-alerts-3.x indices or sample ones. They do not appear in any of the outputs, but due to the number of shards shown, perhaps they have been omitted.
Could you perform the following query that excludes the wazuh-alerts-3.x indices and the sample ones to verify if the Geolocation.location field is being indexed in the wazuh-alerts-4.x* indices?
Also, could you show us a screenshot of Kibana showing where the GeoLocation.location field is missing?