I am not getting access to nested llDialog buttons.
Do I have to use different listen channel for nested llDialog menus?
Or should I use a different state to handle all the sub menus from all buttons?
Or there is more efficient way to do so?
Great! You might want to take a look at Sublime Text, too, which has a great LSL add-on that allows you to compile the scripts in the editor to check them, too.
You need to follow the installation instructions carefully, but it's worth the time, I think.