filtering on matrix with nested rows

See if this works for you.

First the model:

Create a measure to use as a filter in the filter pane for the matrix as follows:

FILTER =
VAR DcatRows =
    COUNTROWS ( ALLSELECTED ( DCategory ) )
VAR NotFiltered =
    DISTINCTCOUNT ( 'Table'[project] )
VAR _Rows =
    CALCULATE ( COUNTROWS ( DCategory ), ALL ( 'Table' ) )
RETURN
    IF (
        DcatRows
            = CALCULATE ( COUNT ( 'Table'[project] ), ALLSELECTED ( DCategory[dcategory] ) ),
        1,
        IF ( _Rows <> DcatRows, BLANK (), NotFiltered )
    )

Create the matrix with the rows from the dimension tables, a simple SUM for the values, and add the [FILTER] measure to the filters in the filter pane and set the value to 1:

To get:

 I've attached the sample PBIX file