如果需要嵌套查询，首先应该考虑需要哪些数据。在您的示例中，您需要tanonomy的所有术语以及属于每个分类法的所有帖子。因此，第一步应该是找到一种循环遍历分类法所有术语的方法：

    /* TAXONOMIES  */
    // args
    $args_tax = array(
        \'order\' => ASC);
    // get terms
    $terms = get_terms($tax, $args_tax);
    $count = count($terms);
    if ($count > 0) {
        echo "<ul>";
        foreach ($terms as $term) {
            echo "<li>";
            echo $term->name;
            echo "</li>";
            }
        echo "</ul>";
    }

http://codex.wordpress.org/Function_Reference/get_terms

在下一步中，您必须循环浏览帖子：

    /* CPT POSTS  */
    // args
    $args_cpt = array(
            \'post_type\' => $cpt,
            \'tax_query\' => array(
                    array(
                        \'taxonomy\' => $tax,
                        \'field\' => \'slug\',
                        \'terms\' => $term->slug
                    )
             )
     );
    // get posts
    $tax_query = new WP_Query($args_cpt);
    if ($tax_query->have_posts()) {
            echo "<ul>";
            while ($tax_query->have_posts()) {
                    $tax_query->the_post();
                    echo "<li>";
                    echo get_the_title();
                    echo "</li>";
                    }                    
            echo "</ul>";
    }
    wp_reset_postdata();

http://codex.wordpress.org/Class_Reference/WP_Query

现在必须将这两个循环组合起来。例如，在函数中放置的函数中。php：

/**
 * RFRQ
 * the_posts_by_tax
 */

if (!function_exists(\'the_posts_by_tax\')) {
    function the_posts_by_tax($cpt, $tax) {
        /* TAXONOMIES  */
        // args
        $args_tax = array(
            \'order\' => ASC);
        // get terms
        $terms = get_terms($tax, $args_tax);
        $count = count($terms);
        if ($count > 0) {
            echo "<ul>";
            foreach ($terms as $term) {
                echo "<li>";
                echo $term->name;                
                /* CPT POSTS  */
                // args
                $args_cpt = array(
                    \'post_type\' => $cpt,
                    \'tax_query\' => array(
                        array(
                            \'taxonomy\' => $tax,
                            \'field\' => \'slug\',
                            \'terms\' => $term->slug
                        )
                    )
                );
                // get posts
                $tax_query = new WP_Query($args_cpt);
                if ($tax_query->have_posts()) {
                    echo "<ul>";
                    while ($tax_query->have_posts()) {
                        $tax_query->the_post();
                        echo "<li>";
                        echo get_the_title();
                        echo "</li>";
                    }                    
                    echo "</ul>";
                }
                wp_reset_postdata();
                echo "</li>";
            }
            echo "</ul>";
        }
    }
}

您可以通过以下方式调用循环：

the_posts_by_tax($cpt, $tax)