Display category terms with parent inside query

Hi all, I simply cannot understand why I cannot get “breadcrumbs” inside query loop.
So on one page I have a query loop for specific post and I want to display all of the categories that post belongs to.
To be clear, it only belongs to one category - lets call it sub-category which is a child of category.
Every attempt to display category only shows sub-category, as in post options, only sub-category is selected, but it is created as a child of category and I want to display it also.
When you click the post, it shows in slug both category/sub-category/post name as it should
If I select the category too, I can display it, but then wordpress cuts it from pretty URL slug.