Formatting Hierarchy Lists in Pages

I've figured out how to create a custom hierarchy list; however, I cannot figure out or find resources to customize it such that each level of the hierarchy has its own format.

Here is the basic custom structure of the hierarchy list:

I. Act

A. Chapter

1. 1. 1. Section

For example, I want to customize it such that:

• Level 1: the roman numeral is always bold and the text that follows is always bold and small caps.
• Level 2: the capital letter is always regular (not bold) and the text that follows is always bold and underlined.
• Level 3: the numeral is always regular and the text that follows is always italics.

I know how to accomplish such formatting manually, but I want these formatting styles associated with their respective levels in the hierarchy list so that I don't have to do so manually each time.

I've tried creating individual paragraph and character styles for each, but I can't figure out associate it with the custom hierarchy list or the appropriate level thereof.

This is extremely easy and intuitive in Word. I can't believe it's this difficult in Pages.