For now, no way to create SubCategories (CMS collection under Other CMS collection -or- folder inside folder). Try this:
In general in E-commerce CMS (Like Magento, openCart and so on) - the categories tree is easier to handle. On other hand for blogs and articles most of the time you don’t need four levels like:
home > blog > CSS category > CSS selectors category > Article.html
So in practice the “CSS selectors” above is a #tag (Not category):
https://university.webflow.com/article/multi-reference-field
https://www.bloggingbasics101.com/what-is-the-difference-between-blog-categories-and-blog-tags/
E-commerce
Webflow E-commerce in beta mode - I believe will be some solution for SubCategories their:
https://wishlist.webflow.com/ideas/OTHER-I-3