Display States by Country Selected in Search

Hello, thank you for the great plugin.

I was able to do Country –> State in the Registration page and the Profile page with conditional fields so that when I choose a certain country, the correct states are shown in the “States” field.

But how can I have the same behavior in the directory search?

Would the “Choices Callback” and “Parent Option” in forms help with that?
How exactly does this feature work anyway?

Thank you very much for any help.