Hierarchy Not Preserved in Slicer After Combining Quarter and Month

Hi, I have a request—this was unexpected, but here we go...

Today, the client reviewed the data segmentation, which is working correctly.

However, now they want to see it displayed without parentheses—for example, instead of "(Q1 - Enero)", they want it to show simply "Q1 - Enero". These values come from the hierarchy in my calendar table. I tried creating new columns for the quarter (e.g., Q1) and the month name, then combining them into a single field.
The issue is that when I drag this combined field into the slicer, it displays the data as a flat list rather than grouped by quarter. It also removes the chevron option, so the hierarchy isn’t preserved.