As a spectral-efficiency technique for unequal error protection (UEP), hierarchical modulation (HM) bit-interleaved coded modulation (BICM) with iterative decoding (ID) has attracted interests in the wireless communication community. In this article, we conduct an investigation on spatially coupled (SC) protograph low-density parity-check (P-LDPC)-coded M -ary quadrature amplitude modulation (QAM) HM-BICM-ID systems. We first develop an information-theoretic methodology to calculate (log2M)/2 types of constellation-constrained average mutual information (AMI), which can be used to characterize the performance limits of different layers in the HM-BICM systems. We further propose a two-stage design approach to construct a novel type of constellations, called as structural quadrant (SQ) constellations, and develop a quadrant-based harmonic mean analysis to evaluate the nonfeedback and iterative-feedback asymptotic performance of the proposed constellations. In addition, we conceive a performance-analysis tool, referred to as multistream-based extrinsic information transfer (MS-EXIT) algorithm, for predicting the decoding thresholds of all individual coded-bit streams in the proposed SC P-LDPC-coded HM-BICM-ID systems. Simulation results not only agree well with the theoretical analyses but also indicate that the proposed SC P-LDPC-coded HM-BICM-ID systems are remarkably superior to the state-of-the-art counterparts. Thereby, the proposed SC P-LDPC-coded HM-BICM-ID systems are competent to provide diverse Quality of Service (QoS) for future wireless applications, such as 6G-enabled Internet of Things (IoT).