So, this isn't strictly just Nintex, but in general, is there a way to build out relationships for site columns? We're hoping to implement "Department > Business Unit> Team" and filter team by BU, and BU by dept. All of these being site columns would of course be the best practice, just not sure if there's a way to force the "cascade" portion.
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Courtney Vargo, from what I understand, what you meant is more on SharePoint context.
I don't think it is possible to 'embed' or 'include' relationship information inside Site Column.
However, if you wish to use same information of Cascading Dropdown, probably can convert the information from list as Site Column in Lookup type.
Refer this link --> How to Create a Cross-Site Lookup Site Column in SharePoint 2013 | Salaudeen Rajack's SharePoint Diary
Abdullah is correct - there is no way you can create a relationship between single columns (no mater whether they are site or local list columns). You have to either create a list with lookups and then, on the list, create the relationship you need, and then to create a cascading dropdown (you would then be able to use site columns as well).
Or maybe try to use termstore and to create termset to hold your hierarchy? You would then be able to just add a single managed metadata field to you form where user will be able to choose either Team, or BU, or Department 
Regards,
Tomasz
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