Solution 1:

I have sometimes written lists inside of lists. I use semicolons. Here's an example:

This thing features A; B; C; an inordinate amount of i, ii, and iii; and paradoxically, D.

The Chicago Manual of Style, 16th edition (2010), recommends pretty much the same thing:

6.19: Using semicolons instead of commas in a series. When elements in a series include internal punctuation, or when they are very long and complex, they may need to be separated by semicolons rather than by commas [cross reference omitted]."

Following this approach entails putting semicolons after each term in the primary list, and commas after each term in the secondary (embedded) list.

Solution 2:

"I went there because I was sad, lonely, foolish, and in need of shelter, love, and contentment." That is two lists. The speaker lists three states of feeling and then three perceived needs. This is not a list within a list if the final version states three feelings then three needs.