Unable to add sublinks to mega menu

Hoping someone may be able to help me out here

I'm trying to set up the mega menu as it should make it easier for our users to find information

However when I go to edit the menu I get taken to a classic page for editing the navigation and it doesn't seem to allow me to add sub links more than 2 levels down

The navigation I am trying to edit is on a hubsite, but for the parent site in case this makes a difference