OK I was able to do it by doing the following:
ddl1:
Has depending fields: Yes
ddl2:
Depends on another field: Yes
Enabled condition: !String.IsNullOrEmpty(ddl1.Value)
SQL query:
SELECT [ddl2_Code], ddl2_Name
FROM Mytable
WHERE LEFT(ddl2_Code,1) = {%ddl1.Value#%}
ORDER BY ddl2_Name
Hope it will be useful to someone else