Not sure whether this can be solved with action filters, but I made a quick solution with a parameter. Please find it in the attached workbook.
Thanks for reverting Wim Kegels :-)
It's working with the sample data where we have two Level 1 themes
In my actual data there are 10 themes at Level 1 and around Five Level 2 themes for each Level 1 theme.
So i think Action filter or anything similar needs to be used in these kind of scenarios.