How can I add divs or change li in the submenu of the menu_nav

You don’t need to make a whole new walker, you can do this with just a filter and some conditionals based on the function parameters.

The filter we need is walker_nav_menu_start_el which you can see at the bottom of your code sample.

And to make sure we only target the child pages we can use the $depth parameter from that function, see example below.

function ngstyle_child_menu_items($item_output, $item, $depth, $args)
{
    // Check we are on the right menu & right depth
    if ($args->theme_location != 'primary' || $depth !== 1) {
        return $item_output;
    }

    $new_output = $item_output;
    $new_output .= '<div class="super-mega-awesome"></div>'; // Add custom elems

    return $new_output;
}
add_filter('walker_nav_menu_start_el', 'ngstyle_child_menu_items', 10, 4);