I’m not sure of a way to do it using custom post types alone. But a mix of pages and posts could be as follow:
A main page for branches that is /branches/
Subpages for each branch /branches/london/
Custom post type “Case Studies” would need hierarchical set to true. You’ll also need to set supports to include “page-attributes”.
Then each time you add a case study you’ll be able to attach it to a branch page.
Just a thought, I’m no pro at this. Just learning myself.