mapping table that controls 2 dimensions ?

Hi

We are currently collecting data on O365 usage via the Graph APIs, from several tenants.
We have 2 reference axes, to find where the user is from his username, sometimes he is in the 2 axes and therefore the 2 foreign keys are filled in.

We seek to put above these 2 repositories a common axis, knowing that the data does not necessarily correspond to the same level on each side, how to consider the thing?
Example:
A axis; Level A; B axis; Level B; Power BI slicer label
USA; 1; America ; 2; UNITED STATES

If we choose united states , let it filter on level 1 of axis A USA , and on level 2 of axis B America.

Knowing that if we try to link the mapping table to the 2 axes one will necessarily be inactive ?

With Dax ? without linking the mapping table ?
and is it possible to map on several levels, for example by states, region after?

Thanks for your help and advice