Looking for the best solution to build this Blog structure? Picture attached?

There are various ways to achieve what you are talking about within WordPress.

1) Multisite/Network. For each City (or whatever your top level is), you create a new site with a default theme. This allows for either www.website.com/paris/music or paris.website.com/music, depending on your requirements.

Introductory info on Network sites

Creating a WordPress Network

2) Write Plugin to automate item creation You could wrap the category creation and subcategory assignment on a single site, as well as menu creation, into a plugin. From plugin admin you enter new top level categories, and have it do the rest.

Plugin Development Handbook

A combination of 1 and 2 above is possible as well.

You also approach it with hierarchical Custom Post Types and custom taxonomies.

Taxonomies in WordPress

Custom Post Types

In either case, theme templates solve the front end display.

Study the Theme Developer Handbook for possibilities.