Plans, Advanced Work Type Hierarchy, Support
Advanced work item hierarchy, including levels above Epic, is now supported in both Cloud and Data Center versions.
Due to differences between the Parent field in Jira Cloud and the Parent Link field in Jira Data Center, there are some variations in how advanced hierarchy is supported in Gantt Suite depending on the app version.
Not sure which Jira version you are using, Cloud or Data Center.
The easiest way to check is by looking at the main menu:
If you see an Apps menu item, you are using Jira Cloud
If apps appear directly in the main menu (without an Apps category), you are using Jira Data Center