Same menu for different taxonomies to reach different content

I'm using a "location" taxonomy to show the same website for 4 different locations. Each of them will have the same categories which I want to display in a menu.

Is there anyway to create the same menu to show posts filtered by category but which also takes into account the current taxonomy the user is in? Can I do it directly using the wordpress panel or would I need to create a specific theme for it?

Basically, the site would have an index with 4 options, for example:

• London


• Cambridge


• Manchester


• Briton

Once the user click in any of them, a new menu will appear:

• Cars


• Tvs


• Trains


• Ships

So if I click in first in "Briton" and then in "Cars", the page should only show the posts with the category "cars" which are also inside the taxonomy "Briton".