Thanks Brendon.
My hierarchy in ECC is already defined in sap standard table - knvh.
This document shows how to create a hierarchy in ECC, using set hierarchy structure and then create a custom datasource.
When I use BW07 to create a hierarchy for knvh, it throws me errors. Not sure if its applicable to other than set hierarchies.
I am trying to load it to 0customer, which does not directly connect as a standard hierarchy to knvh.