Filter Drop down slicer - Group set of data

Hi everyone,

I have the following set of data (risk matrix by area and priority):

I am trying to create a drop-down slicer filtered by area on Power BI as shown on the image below, however where it should bring only the Priority risks listed above for that area.

Do you guys have any idea on how to do this? I have tried creating measures with FILTER, but then it won´t allow me to use them on a slicer. 

The closest I got to what I want was using the Smart Filter by OKViz below, however it still brings one drop down button for each of the areas, and I would like to group them to show only 1 drop down button with all the areas already filtered by Priority risks only. 

 Thanks in advance!