RE: Waiting (in vain?) for Dependent option sets on Unified Interface
It is not in the October 19 release plan yet either, but they may include this feature as part of the October release, we just have to wait for the October release notes I think
docs.microsoft.com/.../2019wave2
With a lot of changes going around Custom Controls or Components, they may have postponed until these changes are in place. Now that we have the PCF, they might release a custom control that could provide this functionality, let's hope they are not going to completely remove this.
But I do think it may be worth considering creating a Custom control using PCF that incorporates the logic/configuration in the link provided above.