I think you can use "Set" in this case.
Set is not as easy as Filter from user perspective, but easier than build in calculated fields.
[East + Category 2]
if [Region]="East" and [Sub Category East] then [Sales] end
[South + Category 1]
if [Region]="South" and [Sub Category South] then [Sales] end
CalculSubcategory_SM_9.3.twbx 351.2 KB