How to create a sub-page of sub-page?

I may be completely misunderstanding your question but I think you’re trying to create something like the image below. Correct?

enter image description here

If that’s the case you would create the menu structure either using the “Customize” or the “Menu” option in the “Appearance” menu in WordPress.

enter image description here

The you simply arrange menu items the way you want them by dragging.

See below for the example I just created in a development site I’m working on.

enter image description here

Hope that helps đŸ™‚

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