Oh, cool, that paper looks like exactly what we were thinking. I didn't know about it.
No, the proofs are actually much smaller because they are recursive across the chain. (Like a kb-ish.)
Compromise or just withdrawal of an attestation at any point in the chain is just a revocation sent to the trust anchor. There's a revocation merkle on the anchor and chain merkle in the chain.
The roles (or properties... They don't have to be roles) are just stacked along the chain.
Anchor -> admin -> moderator
So, that's what you are proving.
"I am a moderator according to an admin according to the anchor and none of the keys used in this chain is revoked"