For my place locations taxonomy terms, I use hierarchical URLS.
For example:
hidden link
During scans by Ahrefs.com I found notifications on several non-canonical links. I checked up - it was urls such as:
hidden link hidden link hidden link hidden link
They are on air all of them! You can miss any parent term in chain, but keep the last one and keep nesting order - any of such urls will return term page!
I again, understand it's the pitfall of WP core, but because you provide interface to custom posts and taxonomies - maybe you can provide some recipe?
Sorry, as you seem to realise yourself, that's just how WordPress works.
It takes the URL and does it's best to work out what to display for that URL, and when looking at a taxonomy archive it really only considers the final part of the URL and ignores the hierarchy.
Toolset provides an interface to use custom taxonomies inasmuch as it provides a helpful UI to set up the arguments used by the core register_taxonomy function (https://developer.wordpress.org/reference/functions/register_taxonomy/), but it doesn't change how those taxonomies work.
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