Build regional level hierarchy

I have the following data:

I have market shares for countries as well as consolidated regions. Our "problem" is that we have all the data in the same column

I would like to create a hierarchy that is structured as follows:

World = World
EU = France, Germany, Russia, Turkey, Ukraine, United Kingdom
WEU = France, Germany, United Kingdom
EEU = Turkey, Ukraine, Russia

the filter slicer in Power BI should look like this

At the end, the market shares should not be aggregated when filtering, but should refer to the market share provided in the column.

thanks in advance!