Can permalinks be changed

Unfortunately not, because “books” is a Post Type, while “series” is a Taxonomy, and you can’t mix them together like that in WordPress. You can change the taxonomy to be something like website.com/books-series/hello but you can’t normally have it be directly under books with a slash like website.com/books/series/hello. This is basically just how WordPress works. Technically it’s possible to get something like what you want to work with custom coding, but you’d need an experienced WordPress developer to do something custom for your site to get it to work.

~Tim