I have for example category named "Supplements" with subcategory "Proteins".
In Proteins category I want to include the slug of parent category so my URL looks like this: example.com/supplements/proteins/
I have SEO urls enabled, but it only show the current category slug excluding the parent category.
My OC is 18.104.22.168
OpenCart SEO Services
It's worth mentioning that "long" urls have a counter-active measure when it comes to SEO.
Extensions I've made (free):
Breadcrumbs for 22.214.171.124 & 126.96.36.199 Breadcrumb links for subcategories & parent category on product pages
Product Requests Allow customers to request notifications for sold out products
Abandoned Carts Send inquiries to abandoned carts to complete checkout or provide feedback
Ghost Orders Cleanup residue left behind by one page checkout addons
Anyway, you can only achieve it with 3rd party extension. I have my own Smart SEO extension (pretty good, actually), but it doesn't allow you to add multiple categories in URL. Yet I know, that there're other extensions, which can do this.
Let's say tomorrow you decide to split "Proteins" to "Old Super Cool Proteins" and "New Less Cool but Also Nice Proteins", then split each of them to "Cheap Stuff for Girly Men" and "Pro Stuff for Those Who Wanna Become a Schwarzenegger". Imagine, how your URLs will look like.
My point is, I saw this all-subcategories-in-URL thing implemented on sites with 3-5 nested categories plus long name for the product itself. URLs were longer than Rapunzel's hair! In your case it's OK so just search for suitable SEO extension and be happy :-)