Solved by myself!!
JetSmartFilter/Settings/Indexer Settings “active” Indexed filters at same page “choose” Index Post Types. Next go to your “page” editing with Elementor
choose select field/ configure Jet Engine and link your hierarchical filter/ and after this the most important:
inside “Select Field Edit” go to “INDEXER OPTIONS” / “active” apply indexer / if item empty HIDE/ Index Post Types “Others Filters Changed”.
My Select Field parent is “State” and child “City”. If you try something different you may need to adjust it according to your needs.
Thanks,everyone! Hope this helps!