Multi-Level Forecast:Ability to forecast at different levels of the product hierarchy (i.e. Top Item | Customers, Item and Brand level can all have stat forecast generated). This requires a complex forecast reconciliation process, review "Multi-Level Forecast Overview" dashboard if this process is needed.
It could be confirmed that can Product - Location level forecast.
(and Product * ALL_Location was OK.)
But can we do the another level of forecast?
For Example, "Brand-Location" or "ProductGroup-Location" Level.
If we want to do that, we have to create L9 List from the beginning.
And if we did the "Product-ALL_Location" Forecast,
As you correctly said you need to recreate the L9 based on your combination of "Brand-Location" or "ProductGroup-Location" Level and then you can create a separate hierarchy to see the different dimensions.
Hope this helps. Feel free to post if you have any further questions.