Running an "is all of" filter on a field collection
I have a solution that's a bit of a work around, but seems to work fine. I ended up using the same relationship multiple times and increasing the delta value by 1 with each new relationship which pulled in each option in the subcategory (think first field in the field collection). I then grouped the fields and used a combine filter to run the "is all of" search. Seems to work great and isn't overly resource intensive. This will give you a 1 to 1 result based on whatever is in the the field collection field item you build the relationship off of.

Hope this helps.

Best,
Shawn