Selective exposure, individuals' inclination to seek out information that supports their beliefs while avoiding information that contradicts them, plays an important role in the emergence of polarization and echo chambers. In the political domain, selective exposure is usually measured on a left-right ideology scale, ignoring finer details. To bridge the gap, this work introduces a multilevel analysis framework based on a multi-scale community detection approach. To test this approach, we combine survey and Twitter/X data collected during the 2022 Brazilian Presidential Election and investigate selective exposure patterns among survey respondents in their choices of whom to follow. We construct a bipartite network connecting survey respondents with political influencers and project it onto the influencer nodes. Applying multi-scale community detection to this projection uncovers a hierarchical clustering of political influencers. Different indices of selective exposure suggest that the characteristics of the influencer communities engaged by survey respondents vary with the level of community resolution. This finding indicates that online political selective exposure exhibits a more complex structure than a mere left-right dichotomy. Moreover, depending on the resolution level we consider, we find different associations between network indices of exposure patterns and 189 individual attributes of the survey respondents. For example, at finer levels, survey respondents' Community Overlap is associated with several factors, such as ideological position, demographics, news consumption frequency, and incivility perception. In comparison, only their ideological position is a significant factor at coarser levels. Our work demonstrates that measuring selective exposure at a single level, such as left and right, misses important information necessary to capture this phenomenon correctly.