Correlations between moments of different flow coefficients are measured in Pb-Pb collisions at \(\sqrt{s_{\rm NN}} = 5.02\) TeV recorded with the ALICE detector. These new measurements are based on multiparticle mixed harmonic cumulants calculated using charged particles in the pseudorapidity region \(|\eta|<0.8\) with the transverse momentum range \(0.2 < p_{\rm T} < 5.0\) GeV/\(c\). The centrality dependence of correlations between two flow coefficients as well as the correlations between three flow coefficients, both in terms of their second moments, are shown. In addition, a collection of mixed harmonic cumulants involving higher moments of \(v_2\) and \(v_3\) is measured for the first time, where the characteristic signature of negative, positive and negative signs of four-, six- and eight-particle cumulants are observed, respectively. The measurements are compared to the hydrodynamic calculations using iEBE-VISHNU with AMPT and TRENTo initial conditions. It is shown that the measurements carried out using the LHC Run 2 data in 2015 have the precision to explore the details of initial-state fluctuations and probe the nonlinear hydrodynamic response of \(v_2\) and \(v_3\) to their corresponding initial anisotropy coefficients \(\varepsilon_2\) and \(\varepsilon_3\). These new studies on correlations between three flow coefficients as well as correlations between higher moments of two different flow coefficients will pave the way to tighten constraints on initial-state models and help to extract precise information on the dynamic evolution of the hot and dense matter created in heavy-ion collisions at the LHC.