Hi there,
If you want to move a menu item to be under another menu item, you can just drag the item up/down so it is directly below the parent menu, then drag it to the right so it is indented (https://aawiccan.wordpress.com/wp-admin/nav-menus.php). If you look at your menu here
https://aawiccan.wordpress.com/wp-admin/nav-menus.php
you can see that the video menus are indented to the right underneath the video blog menu.
I was able to move submenus under your Devotional Inspiration menu when I tested dragging and dropping just now, but please let me know if you are still having trouble getting this set up the way you want it.
Best!