From the use-case described it is likely that you use Advanced Roadmaps.
Here his more details on how to create a custom hierarchy with Parent Links:
https://docs.eazybi.com/eazybijira/data-import/data-from-jira-and-apps/advanced-roadmaps-custom-fields
If you use Jira cloud, perhaps this community post can also be helpful:
If that is not the case and you don’t use Advanced Roadmaps (previously Portfolio) and you have manually built the relationship between initiatives then their children, please reach out to eazyBI support with more details on your use-case (how exactly do you link issues in Jira - which link type, which directions and what have you tried so far to build the custom hierarchy).
Martins / eazyBI support