Можете да направите това с помощта на FindOneAndUpdateAsync
и позиционен оператор
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);
}