Dorico project setup: for hierarchical flows

I am using Dorico 5.1, and am setting up a new project for a composition: theme + variations. I could set this up with one flow for the theme + one flow for each of the variations. (So, for theme + 10 variations, a total of 11 flows). However, the composition is organized hierarchically – theme, Part I (which has several of the variations), Part II (which has the remaining variations), theme (a modified recap of the theme), and “Coda”.

Any advice on setting this up? Ideally, the work falls into these larger sections, and the “Part I” and “Part II” in turn have their own subsections or flows.

There are request threads about some kind of flow grouping or sub-flow structure going back many years, but at time of writing (version 6.1) no such thing has been implemented. I would concur with you that it’s a neat idea precisely for cases like this.
What they did introduce in version 6, however, were Flow Heading Overrides which allow you to emulate this kind of hierarchical structure at least graphically, by attaching variant flow headings to specific flows so that, in this case, the flows starting Part I and Part II can have more elaborate headings to reflect this fact.
In version 5, you do have Flow Heading Changes (note the difference in terminology) but those are tied to pages in the layout rather than to specific flows, and therefore they’re a lot more functionally limited.