“Special” category is displayed in all categories or show parent category on sub category

With the categories you have presented I would expect the third level categories to have a URL like www.mywebsite.com/category/thailand. UNLESS you are using some plugin to remove the “category base”.

The nature of hierarchical categories is that at each level you filter down to a more precise set of posts. It would be unexpected to see posts of all Asia when you are on a category archive page for Thailand.

You may be looking for a sidebar widget that lists all your categories and has a link list to the entire categories hierarchy, in which your categories will be lists as above. Users can click the link to see all posts in that category. This sidebar could exist on your post archive pages AND post single pages.

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