Need help to structure our a complex hierarchy

More than categories, you have custom taxonomy, it’s easy to add custom taxonomy to post edit screen and retrieve these custom taxomnomies according to any logic with a custom WP_Query.

An example:

function continent_init() {
// create a new taxonomy
register_taxonomy(
    'continent',
    'post',
    array(
        'label' => __( 'Continent' ),
        'rewrite' => array( 'slug' => 'continent' )
    )
);
}
add_action( 'init', 'continent_init' );

The query to retrieve it (a [pre_get_posts][3] will be better than this)

$args = array(
'tax_query' => array(
    array(
        'taxonomy' => 'continent',
        'field' => 'slug',
        'terms' => 'europe'
    )
)
);
$query = new WP_Query( $args );

Hope it helps