Switch into Jira Administration → Apps → agile@scale.
Choose a project you want to configure as a higher level project.
Then, you can specify a new default issue type for this project like initiative, action, or feature or whatever suits your business needs.
Also, instead of the default issue link type “Relates“ you can choose a different one representing the parent-child-relationship between a none-epic issue of a high-level project and an epic of a lower-level project.
Finally, you have to specify which projects are treated as lower-level ones.
Now, click on the submit button to save your configuration. You can repeat that for any other project. Also, a higher-level project can become a lower-level one by itself to build multi-level project hierarchies. This hierarchies are displayed on the project selection, too (see first screenshot above).
If you delete a project and open this main configuration of agile@scale then the related configurations of the deleted projects will be automatically deleted to clean-up.