I am trying to create sub-epics to put some more structure around our projects. When I review the GitLab 201 training, in the example video the trainer has these options available in an epic:
Do you have Gitlab Premium? According to the docs: Epics | GitLab Epics is a premium feature, so if you don’t have this, then it won’t be on your menu.
multi-level epics is a feature available in the Ultimate tier. You can see the availability of features on this page or with the tiers marker in the docs.