I know this is quite simple and have done it easily in places where I am controlling the structure of the lists but unsure how to do it in this instance.
The list seems to be being created in the class-product-cat-dropdown-walker.php file but I am not comfortable enough with PHP to go to deep into this code.
One error I haven't been able to work around is to have a +/- symbol next to the links to have the links to that category parent still work and not interfere with opening and closing its children.
Any word on how to fix this or if it can be added in an update. I can imagine this being something very useful and at high demand for those who will have a great deal of categories as I am soon to have.
Here is the page where it's visible on the test site:
I will greatly appreciate any and all help!