I have an xml which contains 3 level product categories like this:

<family code="04" title-el="Εξοπλισμός Service" title-en="Service Equipment">
      <groups>
        <group code="0401" title-el="Εργαλεία" title-en="Tools">
          <categories>
            <category code="040101" title-el="Σετ Εργαλείων" title-en="Tools Set" />
            <category code="040104" title-el="Εργαλεία Ανοίγματος" title-en="Opening Tools" />
          </categories>
        </group>
      </groups>
</family>

And the previous developer has created a custom taxonomy:

register_taxonomy('imported_categories', 'xml_source', array(
        'label' => __('Imported Categories'),
        'rewrite' => array(
            'slug' => 'imported-categories'
        ),
        'hierarchical' => true
    ));

How I can import these categories from the xml? If I choose to import taxonomies -> imported categories I cannot set the 3 level hierarchy. I can only select a parent for the <category>