Value set retrieving multiple lookups?

Summary:

Content (please ensure you mask any confidential information):

Hello,

I was wondering whether it is possible to create a WHERE CLAUSE for a value set that retrieves two or more lookups with conditions

To be more specific, we want to create a subcategory (that will be a dff) for Goals page that restricts the drop down list according to the category that is selected.

Category options (the category is a predefined common lookup): BUS, PERS

Subcategory if BUS (the subcategory is a custom lookup): BUS1, BUS2, BUS3

Subcategory if PERS: PERS1, PERS2, PERS3

I tried to create an independent value set for the Category and then create a dependent value set. However, when I tried to create a dff and use the dependent value set, I got an error saying that I the dependent value set exists without its matching independent value set. So, from my understanding, this option is not possible.