Problem with multiple levels of sub-cases

Hello. I want to set up a 3 level case hierarchy, with households, women and pregnancies. I've set up my three cases lists, and can make the women have households as the parent menu, but for pregnancies I only have the choices (in the "parent menu" setting) of households and no parent.Is there some magic trick to get >2 levels to work? Any help appreciated.
Thanks.

Ignore my question. Brain not in gear. I've no realised that the 'parent menu' only determines the presentation on the mobile device, not the logical structure of the application.

That's all correct, specifically:

CommCare only supports two levels of submenus. "Grandchild" case lists aren't supported.

This menu structure controls how the user clicks through the app, not how the case hierarchy is structured.