
Per my research, it is not possible to make three sites as a hub hierarchical structure, such as Site A as the top-level hub, Site B being beneath Site A and Site C being beneath Site B.
Currently, we only can make Site B and Site C associated with hub Site A.
In the hub site A, go to Site Settings -> Hub Site Settings -> Enable Global Navigation. From here, you can configure the navigation to show links to Site B, Site C, and other sites or content you want to highlight.
Hub Site A provide a unified search across all associated sites, meaning that when you search from any of the sites (Site B or Site C), it will search content across the entire hub.
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