This is not possible in the current version of Mendix. We had the same kind of issue. We used a dataview for the search fields, so you can make use of on change actions and custom data sources.
I think it can be done. I had the same problem in a Ledger account problem. I wanted the first dropdown box with the main categories and a second dropdown with only the sub categories. This is what I did: The main category was this 0 Vaste activa, 1 Financiële rekeningen, 2 Neutrale rekeningen, etc. The sub categories are like this 000 Terreinen, 001 Gebouwen, 002 Verbouwingen en installaties, 003 Machines, Create a entity with the main category with two attributes as string. One attribute is the number (as string, the 0) and the second attribute is the category name (Vaste activa). Do the same for the second entity (number (as string with 000 etc) and Category name with Terreinen etc.). Connect the two entities with a one to many relationship (because the 0 main category has many subcategories 000,001,002 etc) In the form I made two dropdownlists. The first is the main category and the second (the subcategories). The second can now be constrained by the first in the properties (constrained by 1 path).