Sorry, no, there is not a point and click method or add-on to add custom taxonomies to filter the listings.
The closest and easiest solution to implement is to use the free developer Split Categories add-on. Here’s the link:
To download, click the green code button and choose the Download Zip button.
After you download it, you install the add-in zip file like you would any other WordPress plugin.
To use create top-level parent category and add it’s children. Then navigate to the Connections Settings admin page and click the Advanced tab. In the Split Categories section, choose the new top-level parent category and save the change.
Now when you add an edit an entry, you will find the top-level parent category you choose in a separate box with its children listed as options. Select the desired options and save the entry.
To display on the front-end, navigate to the Connections Settings admin page and click the Display tab. Scroll to the Content Block sections (there are two), enable the block for the top-level parent and save the change.
For filtering, you’ll need the advanced search beta add-on, which access is given to Pro Pack bundle customers. You can read more about it on its documentation page; here’s the link:
I hope I have answered your question accurately and thoroughly; please let me know if you have any further questions.