Пришлось немного проработать это, но либо ниже должно работать. 2-й, вероятно, более эффективен:
select f.name featureName,
c.name CategoryName,
c2.name SubCategoryName
FROM features f, feature_categories fc, categories c, category_subcategories sc, categories c2, feature_categories fc2
WHERE f.id = fc.feature_id
AND c.id = fc.category_id
AND sc.category_id = c.id
and c2.id = sc.sub_category_id
and fc2.category_id = c2.id
AND f.id in (0,1,2,...)
and fc2.feature_id in (0,1,2,...)
AND c.id = @main_category_id
или
select f.name featureName,
c.name CategoryName,
c2.name SubCategoryName
FROM features f
inner join feature_categories fc on f.id = fc.feature_id
inner join categories c on c.id = fc.category_id
inner join category_subcategories sc on sc.category_id = c.id
inner join categories c2 on c2.id = sc.sub_category_id
inner join feature_categories fc2 on fc.category_id = c2.id
WHERE f.id in (0,1,2,...)
AND c.id = @main_category_id
and fc2.feature_id in (0,1,2,...)