If I have understood correctly, I think what you want to do is possible with databases (not single selects) combined with relation filters.
Here’s how it would work:
Level 1 db relates 1:m to Level 2 db
Level 2 db relates 1:m to Level 3 db

Here is an example of how the actual entities might be related:
Now, an Item can link to a single Level 1 entity, a single Level 2 entity and a single Level 3 entity:
For the L2 and L3 relations, you should set relation filters that only allows a user to choose something based on the value of the level above value:

When this is done, choices will be limited:

Note however, it doesn’t prevent a user from making a set of choices, and then changing a higher level value which would ‘break’ the rules:

If that is important, you may want to add automation rules that clear the value of a lower level field when a higher level field is changed:
and
Then you get this:




