Welcome, @Ashley_Maurer,
First, this is a very old screenshot when sections (like “Short-erm vendors:”) were rendered in boldface with underscore; now they’re just rendered in boldface, no underscore.
Second, what you refer to as “main sections” are sort group headings, not sections. Here’s a screenshot I took tonight:
This is very much like your image in that there are two levels of heading where the first is from a single-select custom field (Pending, Active in your case; Web, Email campaign in mine), and the second level are actual manually input sections.
This is achieved with the following:
That a sort on a single-select custom field (Type of request), and crucially, Sort within sections is turned off–that creates the two levels.
Hope that helps,
Larry