I'm not getting my cascading fields to work..... and I cannot work out why

My structure
1: Country = UK
2: State = England / Wales / Northern Ireland / Scotland
3: Organisation
4: Organisation site
I have a large table which currently has 2000+ lines with the above for England and Wales, I will be adding approx 10,000 more line with more data - BUT I cannot get cascading to work:

I've a lookup field for State (Called UK Country)
I've a lookup field for Organisation (i.e. show organisations ONLY in that state) - i.e. all Hospital organisations for ENGLAND
I need to then only show the sites from that organisation in that state.  - all SITES for that Organisation (Hospital group)
Something isnt working as not all fields are showing in lookup - please see screenshot.
Can ANYONE help, why is this not working for me? OR what am I doing wrong.
Many thanks
Desperate Gerry