I cannot tell which version of Jira you are using: Cloud or Server or Datacenter; free, standard, or premier license.
If you want an actual hierarchy relationship of issue types, Initatives are supported in the Premier Cloud version.
I think of Themes more as an attribute, cross-cutting Initiatives, Epics, whatever. To implement them that way you could just use Labels or Components.
Connect with like-minded Atlassian users at free events near you!Find an event
Connect with like-minded Atlassian users at free events near you!
Unfortunately there are no Community Events near you at the moment.Host an event
You're one step closer to meeting fellow Atlassian users at your local event. Learn more about Community Events