You can have multiple shipping methods from the same courier but they will each by shown at the top level and not grouped together.
One way of doing this would be to customise the frontend display of shipping methods yourself but this would require a frontend developer.
The alternative perhaps in this instance is to use an extension built to handle the store pickup scenario. Check out the marketplace, one of these might enable you to get closer to what you want:
https://marketplace.magento.com/catalogsearch/result/?q=store%20pickup#q=store%20pickup&idx=m2_cloud...
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