You need a child theme for this, because BuddyPress overwrites the dynamic sidebar functionality in WordPress. Grab the blank child theme from forums.
1. Create a new sidebar in the sidebar manager in options panel, called mysidebar
2. In the child theme,add below code in functions.php
<?php
add_filter('wplms_sidebar','wplms_course_cat_custom_sidebar');
function wplms_course_cat_custom_sidebar($sidebar){
if(is_tax('course-cat')){
$sidebar = 'mysidebar';
}
return $sidebar;
}