Hi
My name is Daniel. I am an Independent Advisor.
As of the moment, I'm afraid it's still not possible to create sub-channels in MS Teams.
However, I do believe this is indeed a good suggestion to be considered by the developer team. I invite you to submit a feature request or suggestions for improvements to the developer team:
https://microsoftteams.uservoice.com/
Disclaimer:
This is a peer-to-peer support forum. I'm Non-Microsoft Staff. Mostly everyone here are users, helping other users.
Kind Regards