How to mix pages and sub-categories in a url

I don’t think so. Why not try something like this:

1. A permalink structure like this: /%category%/%postname%/

2. Category: Windows

   Sub-Category: Serenity

   Create a post and assign it to “Serenity” (sub-category), and publish it.

The post’s URL would now look just the way you want it to: http://site.com/windows/serenity/post-name/ and most importantly it should work the way you want it to as well.