As far as I can tell, TCH implementation of IMAP does not allow folders that contain BOTH messages and subfolders, only folders that contain only messages OR only other folders.
If you're using Thunderbird the best way to create a "folder-only" subfolder is to right click on the top-level account icon in the Folders sidebar, go to New Folder..., then create two folders at once using the format "apples/oranges", the forward slash being key. This will create an empty, non-message-bearing folder called apples with a message-bearing subfolder named oranges in it (oranges will not be able to hold additional subfolders). You may now right click on apples to create additional message bearing folders such as oranges, or repeat the process to create a deeper directory tree.
In a sense, you have to trick Thunderbird into creating a non-message holding folder by creating using the "firstfolder/underfolder" format. That's the only way it knows that underfolder is for messages and firstfolder will only hold other folders.
Hope this helps.