Well, no replies but I’ve thought of a way of doing it.
To recap, the problem is how to display event categories hierarchically for a listing of events by category. Ideally the end user would select, say music, and then click the type of music they are interested in e.g. music-jazz.
There seems to be no way to do that ‘out of the box’ but it can be done via a series of pages, hierarchically accessed by in page menus (links). That uses shortcodes of this format to list events by category.
[events_list scope=’future’ category=’music-folk’]
in this case ‘music-folk’ is the category slug.
It’s a bit laborious but will work.
Then it would be possible to display a page-specific menu to simplify the job of subcategory selection (e.g. using the ‘conditional menus’ plugin – which I haven’t tried yet. Cleverer would be to make the subcategory itself only appear when there is data in it – I’m not sure how that might be done.