I found a way but did not behave as I wanted it, so I implemented it different. Still, just in case someone is interested, I'm posting the solution that I found.
I created another preference's xml, activity and fragment and called them inside the main preferences when the ListPrefence changed. The problem with this approach is that, then you can access the multilists only when the list changes. I'm sure it could be "hacked" somehow but still, that made me think that it was not a good idea to make the user go through that first list to access the different multilists.
In the end, I just put the three multilists directly in the main preferences and enable/disable the active/non active following this approach.