How can you create a Permalink structure on a WordPress site?

It wouldn’t work too smoothly since you are mixing “one of a thing” (which in WP usually means single post) and “many of a thing” (post or term archive).

Since comments are engineered to work with posts (pages are also kind of a post), the closest to this you can easily get is probably creating hierarchical Custom Post Type for this. Then /cars would be parent post and /cars/red-cars child, or something along these lines.

But then you won’t really have logical place for its archives (which would be at /cars/ but then it won’t have comments). Depends on your content really.