I notice you posted two threads on the same subject, so I deleted one of them.

I've been investigating this myself. There is a problem with this requirement.

It's easy to get the multi select lookup control to filter based on another lookup dropdown control, by simply using the "Filtering" configs that list lookups provide, HOWEVER, the big problem I have found and have been unable to overcome has been that when using any of the multi select lookup controls, the selections you make are not retained by the control as you flip between the different filters. So say items 1,2 and 3 belong to category A and you select them, then you select category B and select items 5 and 6, if you flip back to category A items 1, 2 and 3 will no longer be selected.

As such this is not really fit for purpose as filtering will only ever let you select items shown in the current "view".

The way I see it is to have multiple List lookups, one for each category, and then use formatting rules to show/hide them based on the selections of your dropdown filter.

Not elegant, but I don't see another way at the moment.