Menu Sub-item sela theme

Hello,

I am trying to put item “Weight During Pregnancy” as a subitem under “Pregnancy”. In the menu, I put am able to put weight during pregnancy as a subitem, however as soon as I click save menu it moves back to being a parent item. This is with the new Sela theme.

I had no previous issues with this in my previous theme. Please check it out to see what the problem is and how it can be fixed.
My website is http://www.onethousanddaysoflife.com