In Epub you can indeed make the TOC multilevel. I redid a Bible text and made it NEW TESTAMENT and OLD TESTAMENT from there broken down into book names, then chapters and then verse, it was great on a PC with Calibre reader. Then I bought a Kindle which only supports .mobi, and alas .mobi does NOT support multilevel TOC's.
Open it in Sigil and look at the heading settings, the higher (actually LOWER in number) the heading setting, from 1 to 6, the larger the text and the higher up in the TOC level it sets and smaller heading settings below it till it meets with another heading of the same level. Experiment with a new file and you'll see what I mean.