folder within folder - navigation options for the menu

I am running into a dead end trying to fix the navigation of my website.  I know it would be easy to have a folder within a folder but I understand Squarespace isn't equipped for that.  I've been on numerous sites telling me I can custom code that part but I haven't been able to figure it out yet.  The menu on the site is robust (fireplace options).  For each main menu item (i.e. GAS), I have several subcategories within them (i.e. GAS STOVES, GAS INSERTS, GAS FIREPLACES, GAS LOGS).  My goal is to make those subcategories inactive links but bolder than the various links that fall within those subcategories. 

Anybody have any advice on how to accomplish this?

We can use CSS code to make it to multi columns (if you share site url, we can help easier)

Or if you want folder inside folder, you can use a plugin