The information in this forum regarding CSV import is outdated. Especially OnTheGoSystems' page:
http://wp-types.com/documentation/user-guides/how-to-import-content-into-wordpress-using-csv/
For two years we've known that "csv_" is not the correct column prefix for custom taxonomies if you're using CSV Importer. It's "csv_ctax_". But at some point CSV Importer also stopped working. The term/post relationshps in wp_term_relationships table never happen for some reason. The import will bring in new terms, but won't actually assign them to the post.
I'm writing to recommend Really Simple CSV Importer. It worked like a charm the first time I fired it up. That includes custom fields, post types, and taxonomies. I have not tried or checked their documentation regarding hierarchical taxonomy terms however.
https://wordpress.org/plugins/really-simple-csv-importer/
Good luck.