If you want to make use of advanced group filtering in the Supply theme for Shopify, here is a post that details how to do that. This was a very helpful tool to add to Big Band Chart Store that will help customers drill down to a specific search.
The process is quite painstaking and may take you a while to accomplish. I found the best way to accomplish the task was to copy all the tags I was using keeping the carriage return formatting from the csv file and pasting into a text editor and using "search and replace" to prepend the categories for the different tags. For example, if I have a tag called "jazz" and I want it to be under a grouping called "Styles", I will search the tags for "jazz" and replace with "Styles_jazz." Do not include my quotation marks!
Use caution using this procedure as there are times when this method will trick you up and your "Search and replace" will wreak all kinds of havoc on your tag configuration. Just pay close attention to the process, take your time and it should work just fine for you.