This is a ‘Variants - Link Product Options’ advanced customization.
Instruction are available for older vintage themes
https://community.shopify.com/topic/615156
It would take some modification to work in OS2.0 themes like dawn.
Generally once you link option in this way the nonvalid options in the secondary or tertiary options should not be shown, or clearly marked as not valid for the top option choice to prevent user confusion clicking on a second option to then choose an option in the first set of options.
If you need this customized for you then contact me , info in sig. Please provide context: store url, theme name, post url and detail.