it's possible but the concept is a little convoluted. basically, you need to create relations on the fly by using CONCAT in your recordset.
you need 3 recordsets:
SELECT country from tableNmae
SELECT country, city, CONCAT(country,'',city) AS countryCity FROM tableName
SELECT hotel, CONCAT(country,'',city) AS countryCity FROM tableName
for the first select list, use the rsCountries recordset, use the country column as the label and the value.
add the First Dynamic array behavior using the rsCountryCities recordset. the parent ID will be the country column, child ID is the countryCity and child value is the city
in the second dynamic array, use the rsHotels recordset, the parent is is the countryCity column, the child id and value use the hotels column