Hey there,
You are correct in that there is not an ability to do this natively in Asana. That being said, here is an existing feedback request that you can upvote to help raise awareness for this feature request. ~ Ability to add sub-sections
I will also submit a request for this via my inside channels to help how I can.
Additionally here is an overview on sections: Setting Up a Project in Asana | Product Guide • Asana Product Guide
To further split up things you could work with custom fields (for example having a priority drop down), or working with tasks and subtasks (there you can also create subsections as a custom field and use that to label the tasks).
Here are some additional suggestions: Subsections - #4 by lpb
I hope that helps!