Good morning! Thanks for the great comment about Luminescence 🙂
In Joomla (which is what the Styled Themes site uses), this would be very easy…however, in WordPress, it’s very difficult. The only method is a menu plugin that gives you several options, although what options is up to the developer of the plugin to include. The only other method would be to do some significant “conditional” coding which has some code saying it this, then use this menu, but if this one, then use the other menu…etc. Not an easy task though.
The way you shown the menu function above, this would be a vertical accordion menu plugin that you would look for.