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Here is how I have been able to create subfolders/sub projects and move items into them, if I understand your question correctly.

1. Create the Subfolder/Sub Project as a new action within the project.

2. Create the a new action within the project again, but select Move. You should get a pop up that lists the available options within the project, including the Subfolder/Sub Project you created in step 1 above.

3. Continue as needed.

Note: You can continue to nest the actions as well.

As for backup, I would suggest signing up for OmniGroup's Sync Service (free service) and syncing with it. I don't currently have OmniFocus for iPhone or Mac and choose to sync to Sync Service just in case something happens to my iPad.

Hope this helps!