My first two readers were Sonys, and I miss hierarchical TOCS too.
For books with this type of problem, I use Sigil to create a TOC to level 2 or 3 only, to keep the number of pages in the TOC manageable, and navigate within the lowest with the double arrows in the bottom of page contents menu.
If there is a detailed html TOC within the book I mark up its first page (tap top right) to go there quickly and navigate more easily.
Within the TOC called within a book, you can navigate the page number: tap on the current one and insert number (1 to go to the contents for most books in English).
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