Although the harmonics interaction plays a vital role in causing commutation failure (CF) in an ultra HVDC (UHVDC) system with hierarchical connection, it has not been sufficiently considered in previous work. In this paper, the electric interaction among the inverter valves of the UHVDC system with hierarchical connection during receiving system fault transient process is demonstrated. Moreover, the mechanism of CFs in UHVDC system with hierarchical connection is also investigated via the analysis of harmonics interaction. After the AC fault occurs, the appearance processes of the local commutation failure (LCF) and concurrent commutation failure (CCF) are divided into several stages and interpreted by schematic diagrams. And the characteristics of each stage are also concluded. In addition, a coordinated CF prevention scheme based on harmonics and DC current detection is proposed to mitigate the CFs in UHVDC system with hierarchical connection. Finally, the effectiveness of the proposed scheme is verified via a <inline-formula><tex-math notation="LaTeX">\pm 1100</tex-math></inline-formula> kV UHVDC transmission system under various short circuit ratio values and AC-side coupling strengths.