categories: category file rewrite rule to include category / subcategory?

I would like to have my category file (category.php) accessible through a URL structure such as:

For example, I have "health" as a category and "smoking" as a subcategory. Monitoring:

  • (and even)

Everything works well.

But You get a 404.

Is there anything in Settings-> Permanent links that fix this? Do I need to put a rewrite rule of some kind on functions.php?

Thank you.