I have managed to find some info on how to create the dependent lists, however, it does not appear to be working as required.
As per the OP, I am looking to create the dependents lists with only the relevant values.
I have attached a sample workbook.
ComboBox TEST2.xlsm
Private Sub ComboBox1_Change()

Dim ws As Worksheet
Dim LR As Long

Set ws = Sheets("test")

LR = ws.Range("A365000").End(xlUp).Row

'ComboBox1.Clear
myVal = ComboBox1.Value

ComboBox2.Clear
ComboBox3.Clear

For x = 2 To LR
    If myVal = ws.Cells(x, "A") Then
        ComboBox2.AddItem ws.Cells(x, "B")
        ComboBox3.AddItem ws.Cells(x, "C")
    End If
Next x
End Sub
Any assistance appreciated.