As @Trudy Claspill says, you may be able to do something with Behaviours, but the code you'll need to right is going to be very complex, and you'll need to decide how you want it to work in different places.
Let's say you create an issue. The code will need to hide the options that do not match the selections in the first field from the second field, and run every time someone selects another item in the first one. That's not much of a problem, it's one of the things Behaviours was created to do.
But, with a multi-select, it's going to get horribly complex on edit. Let's say you create an issue with A-A1, A-A2, and C-C2 as the six selections.
Now Bob edits the issue and removes A from the first field. You now have an issue that has A1 and A2 on it, despite not having A on it.
Behaviours can not deselect the options A1 and A2 because it has removed them from the list. Even if you could, you now have the problem when Bob changes their mind, and puts A back in the first field, A1 and A2 would not be selected. Behaviours cannot store the initial data for comparison between runs.
Either way, your data is now inconsistent.
I would look again at what data you are trying to capture with this field, and see if there is a different way to do it. If, for example, you know people are never going to select more than three options in the first field, maybe add three cascading select lists.
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