Custom menu mixing categories and post links

I’m not sure if this is the best place to ask this, if not, I’m really sorry.

What I’m trying to achieve might seem a little complicated. I’m trying to build a custom menu following this tree:

-Category 1 (this is the only category that has subcategories and only has items inside the subcategories)
    -Subcategory 1
        -Item 1 in this subcategory
        -Item n in this subcategory
        ....
    -Subcategory 2
        -Item 1 in this subcategory
        -Item n in this subcategory
        ....
    ...
-Category 2
    -Item 1 in this category
    -Item n in this category
    ...
-Category 3
    -Item 1 in this category
    -Item n in this category
    ...
..
-Category n
    ....

How can I do this? I’ve done countless numbers of combinations with the loop and foreach with the categories but to no avail. The html from this menu will be enhanced with jquery showing/hiding the items and I can’t have the empty divs of subcategories where there is none to be had (it will break my jquery and the navigation)