Adding an additional custom hierarchy level in Advanced Roadmaps/Plans Above Epic level gives warning:

"Are you sure you want to change the hierarchy configuration?Moving or changing hierarchy levels of issue types will break existing parent links in all company-managed projects in your site. This change can't be reversed." 

Note : Only adding in between existing hierarchy will break parent links.

Ask: Maybe this can be escalated to the Product team to either have this clearly stated in the error message, or added to the Help documentation online, so that we do not need to contact the Support team.