Triggered events can be sub-events. However you are not allowed to have two triggers in the same event branch (e.g. a trigger as a sub-event to another trigger), as that doesn't make sense.
As I said in my previous post, you just need to drag an event block and move the mouse to the right a little to get it to show the insert mark as indented, which means it will drop it as a sub-event. If Construct doesn't let you do that, it's probably because it would be an invalid event, for example the restriction with triggers.