Now, you are clear. You want 2-level categories. Although I know (or at least I knew) how to do it, I do not think it is currently implemented in EPE. I have not worked on this for some time now. I looked at the code and I do not see the second level category. I just remember testing it in the early days. So I assume it is not there yet.

My recommendation is to use POI Loader to create the .gpi file.