Two Levels of Reference when displaying a Field from another Doctype

I have the following doctypes and fields

Delivery Note
Type: Link Name: terminal Option: Terminal
Type: Data terminal_address FetchFrom: Terminal.terminal_address <== WORKS
Type: Data terminal_city FetchFrom: Terminal.terminal_city <== DOESNT WORK

Type: Link Name: terminal_address Option: Address
Type: Data Name: terminal_city FetchFrom: <== WORKS

Type: Data Name: city

Now when I create a Delivery Note, the terminal_address is displayed automatically, however the terminal_city is not displayed. The terminal city does have a value, and it is visible in the records for all Terminal records.

What is the correct way to reference a field with multiple levels of indirection?

Should the FetchFrom value be: ?
Does Delivery Note need to have a Link to Address, which has a FretchFrom terminal_address?

The documentation does not seem to cover multiple levels of indirection… and I have experimented with this for several days.

Can anyone explain how to reference a field which is 2 doctypes away? Thanks in advance