@opopop If you need to use taxonomies then you could create a league called "World Cup" and child leagues of World Cup for each group. Unfortunately, creating new taxonomies is beyond the scope of this plugin.
The URLs still need to use a slug to define that they are league taxonomies, so your url for the World Cup archive will be:
You could change the league slug via Settings > Permalinks to something more generic. For example, if you change the league slug to "m", your URL will look like this:
I hope this helps.