Hi @Sergio Londono,
I don't think this is possible in SharePoint. Grouping and subgrouping in SharePoint only works with the existing columns in the list/library.
As a workaround, I would recommend you to create two sub-folders to store folders 'A to L' and 'L to Z'.
And here is a similar issue with yours, please make a reference
Since the issue is a by-design one. it is highly recommended that you can raise a new ticket on customers’ feedback. With requirements like this increase, the problem may well be released in the future. Thanks for your understanding.
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