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Diagram extracted from the whitepaper, page 7:

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Let's imagine there would be an extra layer, that is, a Blockchain at the 4th Tree Depth. In the event of Byzantine failure, can Alice exit to the Root Chain or her fraud proof is automatically posted to a 2nd Tree Depth Blockchain?

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According to chapter 6 "Blockchains in Blockchains", specifically sub-chapter 6.5 "Exiting", it is possible for Alice (or all of the Byzantine child-chain participants) to exit to any parent chain, including the root chain:

Similarly, mass exits are a way to quickly exit from a Byzantine parent chain. It is possible to skip a parent chain (or the child chain itself) to its parent(s) or the root chain.

Someone please correct me if I'm wrong though.

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