This theme is based on Bootstrap 3 frontend framework which doesn’t support more than one sub menu level. We have no plans to make hacky solution specially for this theme and as long as Bootstrap won’t support multiple sub-menu level this theme won’t support it either.
However, here you can find a solution that will work for this theme. It is originally wrote for Sparkling theme but with very little tweaking you will be able to make it work for Dazzling as well.