Some themes (for example Blocksy, Rife) override the native WooCommerce pagination to the point that filters cannot anymore hook into it. In cases like that, you can add the Default WooCommerce pagination block to your product lists in the annasta Filters > Product lists > Add elements admin section. After testing the work of the newly added default pagination block, disable (or hide) the theme-provided pagination.
Theme-specific recommendations
Blocksy
To disable the Blocksy pagination go to Appearance > Customize > WooCommerce > Product Archives.