Groups are only a single level. You can sort by multiple columns, and/or combine sorting and grouping, to do things like get a list of EPUB files in date order.
(A script could also make separate groups for e.g. "EPUB files on Date X", "EPUB files on Date Y", etc., but that probably wouldn't be that great.)
(A script could also generate a set of nested collections to do something similar in a bit of a nicer way, but the collections would not be "live", i.e. you'd need to regenerate them by re-running the script to add new files.)