I see you’re talking about a “drop-down” menu?
I would have to guess that your current theme does not support drop down. There are different themes you could use that might work better (out of the box) or try looking for a plugin to give your menu this added functionality.
Here’s a quick list:
https://wordpress.org/plugins/tags/dropdown
If this is something else, sorry I don’t understand why moving to the right doesn’t do anything? Try dragging it onto the parent item and it might automatically drop into place.
Yeah sorry a “drop down” menu is what i am talking about. My theme definitely supports it as the guy previously creating the site has added them in, i just can’t seem to do it now.
Remove the pages from the menu, add them again, and then you can indent one page under another.