Currently views does not support taxonomy term hierachy for other entities than nodes. See :
Views should support - Entity: Has taxonomy term ID (with depth) - for entities →
And it will not happen soon.
I need to use shs taxonomy filter with depth for a project. For this i created a submodule named shs_media.
See the patch next.
Needs work
2.0
Code
Not all content is available!
It's likely this issue predates Contrib.social: some issue and comment data are missing.