I have been trying to get Aha! and Jira to integrate, the mapping I am hoping to use is something like:

This was setup in Aha, but I had to make two items in Jira Theme and initiative.
I that that like this:

So then I pulled in some data from Aha.. and it looked like this:

But when I try to add items by clicking on create issue, I don't see Epics in the list: I see Initiatives, Task, Story, Bug, And Theme. That seems wrong. As seen below

Also I am lost as to how to get this hierarchy to work in Jira. I was hoping to make Theme the highest level. Themes contain initiatives, and initiatives contain epics and epics have stories, and stories have sub tasks. But how can I make these things contain those elements below them?
Thank you for any advice.