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[glosoftI]

I have created a custom post type 'Consultany' and a custom taxonomy 'Speciality' associated with 'Consultancy'

on the taxonomy archive page, the URL should be
hidden link

instead its,
hidden link

Site URL: hidden link

[Luo Yang]

Hello,

It is possible, for example, you can edit your custom taxonomy 'Speciality', in section "Options", enable option "Rewrite", option "Replace taxonomy slug with this", fill value: consultany/speciality

And don't create any "consultany" post with slug "speciality", it might conduct unexpected conflict.

More help:
https://developer.wordpress.org/reference/functions/register_taxonomy/

[glosoftI]

and when viewing a single consultant, the URL structure should be :

hidden link

the digital-marketing part should be dynamic, its the custom taxonomy term assigned to each consultant

right now its :

hidden link

[Luo Yang]

For the new question:
when viewing a single consultant, the URL structure should be

There isn't such kind of built-in feature within Toolset plugins, Toolset Types plugin is using WordPress built-in function register_post_type() to create new custom post type:
See WP document:
https://developer.wordpress.org/reference/functions/register_post_type/
'slug'
(string) Customize the permastruct slug. Defaults to $post_type key.
It can not use taxonomy terms in the post slug.