Correct me if I'm wrong, but as I understand the question, you do not want the second drop-down menu to appear only if a specific first drop-down menu item is selected.
What you can do is make the second dropdown list disabled (and possibly smaller or indented), with the label explaining as well.
In the example, the first drop-down menu might have options
Customsso the second drop-down list only unlocks when
Customs is selected.