Out of the box, Webflow only allows for one nested list inside of a collection item. This limitation can really tie your hands if you're building collections that have any amount of complexity. To overcome this limitation, Finsweet created a CMS library that includes functionality that effectively recreates Nested Lists. It takes a little setting up, but the result is exactly what you which was built natively into Webflow.
Links and Documentation
Visual Script Writer
I definitely recommend using the Visual Script writer - but here is what the code structure will look like with multiple nested lists.