Problem
There are two scenarios where you can’t create a feature under an Initiative:
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Hovering over the Initiative row doesn't reveal a + button.
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Clicking + doesn't offer Feature as an item type option.
Solution
Either the hover target was missed, or Feature wasn't configured as a valid child item type under Initiative in Item Types settings.
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Confirm your hierarchy in Settings > Item Types actually nests Feature beneath Initiative.
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Hover directly over the Initiative row (not a blank area of the table) to reveal the + button next to the name.
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Click +, select Feature as the item type on the new line, enter a name, and press Enter.