I have a current Copenhagen theme and confirmed the subsection code exists where it is supposed to be. When moving a section...
I cannot select a section only a category (in this case, Community is a category).
I have an existing section already (Activities) within Community but it's not there to select, as you can see above.
You may want to review the plan subscription on your account as adding subsections to create more levels in your help center is available for Suite Enterprise/Enterprise Plus or Guide Enterprise plan.