It@GrSrv It is not possible in vanilla WordPress as the tags, and categories are separate entities.
Categories would offer you a hierarchical parent/child relationship, and could accomplish this.
CategoryParent1
- CategoryChild1
- CategoryGrandchild1, CategoryGrandchild2, CategoryGrandchild3
- CategoryChild1
CategoryParent1
- CategoryChild2
- CategoryGrandchild1, CategoryGrandchild2, CategoryGrandchild3
- CategoryChild2
CategoryParent2
- CategoryChild1
- CategoryGrandchild1, CategoryGrandchild2, CategoryGrandchild3
- CategoryChild1
CategoryParent2
- CategoryChild2
- CategoryGrandchild1, CategoryGrandchild2, CategoryGrandchild3
- CategoryChild2
Alternately, if you wish to retain the tags as you have them, you could use WordPress SEO to rewrite the tag URLs, and essentially 'spoof' the URL.
https://wordpress.org/plugins/wordpress-seo/
I hope that helps!