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The items between a project and an action in the hierarchy are called "action groups". Action groups are currently not visible in context mode. Use Help → Send Feedback to submit a feature request to get it added to the development database. (See this sticky thread at the top of the forum for details.)

In the meantime, another way to see the hierarchy without leaving context mode is to double click the handle dot next to the action. This will open a new window in planning mode, focused on the project. You can check on the project structure, then close with window, without disturbing your context mode view.
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Cheers,

Curt