When we create an issue-epic from protfolio as a child under capability, after reviewing the changes, save in Jira. it is not accepting. The epics are left orphan.
Did you establish the hierarchy properly via the add-on's Hierarchy Configuration? I assumed that "Capability" is the direct parent of EPIC.
Your configuration should be
Capability (issue type)
---> Epic (issue type)
If it is not, then your action will not work. You can also expose the field "Parent" in your plan to verify that your new EPIC's parent is indeed associated with the Capability issue as a child. See example below, we have an issue type of Initiative setup in the hirerachy as a direct parent of Epic.