Hierarchical Custom Composite Columns

I have been successful in creating a custom column that combines other columns. For that I used the one that acts like tags. This is the template:
{#series1:||,}{#series2:||,}{#series3}.

However, when I try to proceed with making the custom column hierarchical, it does not show up in custom metadata and the tags are not draggable.
For example, this is a previous column that works:
Attachment 205015
and my current one which does not:
Attachment 205016

Is creating a hierarchy something that you cannot do with custom composite columns, or am I missing something?
Thanks

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