[
  [
    [
      [xCoordinate1, yCoordinate1, zCoordinate1],
      [xCoordinate2, yCoordinate2, zCoordinate2],
      [xCoordinate3, yCoordinate3, zCoordinate3]
    ]
  ]
]

List<List<List<List<double>>>> coordinates = new List<List<List<List<double>>>>();

foreach (var coordinate in Coordinates) {
  coordinates.Add({ coordinate.X, coordinate.Y, coordinate.Z })
}

double[, , ,] coordinates = {
  {
    {
      { coordinate.X, coordinate.Y, coordinate.Z },
      { coordinate.X, coordinate.Y, coordinate.Z },
      { coordinate.X, coordinate.Y, coordinate.Z }
    }
  }
};

int[,,,] array3D = new int[,,,] {
  {
    {
      { 1, 2, 3 },
      { 4, 5, 6 }
      //How can I add more here dynamically?
    }
  }
};

array3D[0, 0, 0, 3] = { 7, 8, 8 }; //This doesn't do the trick :(