The issue you are going to run into is that you can not next collections inside collections. Many people are grappling with this and the wishlist item is in planning 
Therefore you can’t achieve this in a way where parent categories are dynamically added. I think you will need to manually add collections a sub cat collection ilst for each main category and filter. obviously this is not feasible for a large number (20 lists is the limit) or constantly changing parent categories.
some custom option may be the go [TUTORIAL] MixItUp filtering plugin with Dynamic content
I am about to need the same thing …