You can't do this, if I understand the question correctly.
The heirarchy for JIRA Software is basically
Epic -> Story level -> Sub-task level
Issues at a story level can belong to Epics (but don't have to). Sub-tasks belong to a single parent, but that parent can be a story level issue, or an Epic. But as they can only belong to one, you can't have a sub-task that belongs to an Epic and a Story. (If you could, you could easily completely break your data, having a sub-task that belongs to a story that belongs to an Epic that isn't the one the sub-task is co-located on).
The implication is that a sub-task belongs to a story, and because of that ownership, when the story is in an Epic, all of its subtasks are in the epic too.
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