I am using Drupal 9. I know how to change single dropdown list using another one. Here is my scenario:
I have three dropdowns, in node form - company, protocol and investigator. What I like to do, when some one select a value in company dropdown, other two dropdown list which change based on selection.
I have written some code, I see the list is updating but its not refreshing.
function hook_form_alter() {
    ....
    case 'node_tsr_form':
    case 'node_tsr_edit_form':
      $form['field_tsr_pi']['#prefix'] = '<div id="my-module-principal-investigator-wrapper">';
      $form['field_tsr_pi']['#suffix'] = '</div>';
      $form['field_protocol']['#prefix'] = '<div id="my-module-tsr-protocol-wrapper">';
      $form['field_protocol']['#suffix'] = '</div>';
      $form['field_company']['widget']['#ajax'] = [
        'callback' => 'my_module_ajax_callback_tsr_pi_and_protocol',
        'event' => 'change',
        'progress' => [
          'type' => 'throbber',
          'message' => t('loading ...'),
        ],
      ];
      $company_val = $form_state->getValue('field_company');
      if (isset($company_val[0]['target_id'])) {
        $company_id = $company_val[0]['target_id'];
      }
      if (!empty($company_id)) {
        $form['field_protocol']['widget']['#options'] = my_module_get_protocols($company_id);
        $form['field_pi']['widget']['#options'] = my_module_get_investigator($company_id);
      }
      else {
        $form['field_protocol']['widget']['#options'] = ['_none' => '- None -'];
        $form['field_pi']['widget']['#options'] = ['_none' => '- None -'];
      }
    ...
/**
 * Called via Ajax callback.
 */
function my_module_ajax_callback_tsr_pi_and_protocol(array &$form, FormStateInterface $form_state) {
  $company_val = $form_state->getValue('field_company');
  if (isset($company_val[0]['target_id'])) {
    $company_id = $company_val[0]['target_id'];
  }
  if (!empty($company_id)) {
    $form['field_protocol']['widget']['#options'] = my_module_get_approved_aup_options($company_id);
    $form['field_tsr_pi']['widget']['#options'] = my_module_get_acitve_user_options($company_id);
  }
  else {
    $form['field_protocol']['widget']['#options'] = ['_none' => '- None -'];
    $form['field_tsr_pi']['widget']['#options'] = ['_none' => '- None -'];
  }
  $response = new AjaxResponse();
  $response->addCommand(new ReplaceCommand('#my-module-tsr-protocol-wrapper',$form['field_protocol']));
  $response->addCommand(new ReplaceCommand('#my-module-principal-investigator-wrapper', $form['field_tsr_pi']));
  return $response;
}
If anyone can help me out, will be really great!!!