Category Genre(Group category by genre) ? How do i do it

My wordpress video reviews have several categories.

Lets say the category can belong to several genre e.g actions,horror,mystery

and another category belong to actions,horror.

How do i group category into genre. means further grouping

Cause in the most basic structure, we group posts into category

Now i want group category into genre

Then able to display the category in the genre by a url such as

https://myweb.com/genre/actions and it will list all categories in it.

Thanks & Hope to receive some helps.. been trying for near a month

Regards,
Baoky Chen