I don't know how to build this particular linear regression model in SPSS

#1
Hey all, I'm currently writing an essay. I won't bother you with the exact subject (but I will if it is necessary). But I don't know how to perform my linear regression analysis. I never had to do a double mediation. I also never did a mix of mediation and moderation. I am desperate :( You can find my statistical diagram below.

X is a scale from 0 to 5. It is an average of 10 items, so there are a lot of different values.
M1 is scaled from 1 to 10. It has 10 different values
M2 is a scale from 0 to 5. It is an average of 8 items, so there are a lot of different values.
V is a scale from 0 to 1, but it is an average of 65 items. So there are also a lot of values there.
W is a scale from 0 to 5. There are only 5 values possible.
Z is a funny/difficult one because I don't know how to combine the 3 different values. One value is educational level (6 possible answers), the other one is income (categorized in 12 possible answer categories) and language skills (3 answers possible).
The Q's are my control variables.

My main question is: How can I build in SPSS a linear regression model for this below? I am not allowed to use the Andrew Hayes method. So I have to use the Analyse > Regression > Linear option or GLM in SPSS.

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