Is your current outcome concatenating the "Option C" with the number as shown in your example? Or is the current more like what I show below where only numbers show in second (right) choice list with no reference to the corresponding letter? If so, rather than having the letter option stacked on top, you might consider the alternative at bottom where you end up with the letter options and the corresponding numbers concatenated together before presenting as choices. This idea may require an extra column in your SP list. If you are using lookup columns in SP list, these do not work with formula calculated columns, so somewhat of a headache.
Just maybe the idea will give rise to new thoughts on how to solve.
@KimBA You could try the following approach:
-Use rules and validations to display and make fields required. If C is selected then display C options and add validation.
!contains(CHOICE,"C") (Rule hide)
contains(CHOICE,"C") (Validate)