At this time, you can only select the main cat and one sub-cat, an issue for many of us, however, if the 'Ad-Category' exists you can make it searchable, change the 'title' in the main search bar to say 'Enter Country or City' (this is edited in theme-searchbar.php) so they can search the main category first, get the country they want then refine the search from that point.
If you look at
http://www.seemecar.co.uk in the main search bar, you can enter items like 'Sat Nav' and it will pull up all the cars with Sat Nav Fitted etc. If you want a Manual Gearbox, type in Manual, it will give you further options, select one, do a search and get all the results.....
Yes, it takes some planning, however if you write it all out on paper first before creating the main cats, the sub-cats, then the custom fields and forms, you will then find it very easy and very functional.