How to create a multi-level search filter in wordpress?

Question

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Hello! There is a site on wordpress with ads, each of which has a hierarchical system of categories: "country -> region -> district -> locality".

How to create a search filter specifying child and parent fields of the filter?

The main problem is that if everything is implemented and linked through arbitrary fields,
absolutely all possible options will be presented in each drop-down list, but it is necessary that each nested subcategory depends on the "parent" - so, in this example, at the third level will be shown only areas of the Arkhangelsk region.
How can such a thing be implemented? What plugins exist for this?