Inserisci l'elemento nell'array nidificato in Mongodb

Puoi farlo usando FindOneAndUpdateAsync e operatore posizionale

public async Task Add(string productId, string categoryId, SubCategory newSubCategory)
{
    var filter = Builders<Product>.Filter.And(
         Builders<Product>.Filter.Where(x => x.Id == productId), 
         Builders<Product>.Filter.Eq("Categories.Id", categoryId));
    var update = Builders<Product>.Update.Push("Categories.$.SubCategories", newSubCategory);
    await collection.FindOneAndUpdateAsync(filter, update);
}