Customising slicer with internal subheading. Is it possible?

Howdy all,

I'm playing around with page navigation via a slicer and 'Go' button. The pages in my report can be broadly categorised into one of four groups, so I'd like to group these pages together in the slicer under an appropriate heading.

It's almost a hierarchical setup, as pictured below, except that one should not be able to select Group 1 (and hence all the contained items) as you can't go to multiple pages at the same time.

I have an alternative setup with pop-up buttons, but I'm just exploring other options.