You can quickly get to 3 levels if e.g. your app uses auth0, github login is supported and then the user does social login to github etc.
2 or 3 levels of federation is common.
More levels are possible which is bad if you value your sanity but I think (well, hope) rare in practice. The way you get to 4 or 5 levels is if you have organisational dysfunction on top of all this and you are forced to do your logins thru e.g. one or more fed servers owned by a different team in your company (who add even more layers of indirection).
Mostly as a relying party you will be insulated from all the complexity but if you own your oidc server and manage the brokering you will probably have to deal with a lot of edge cases.