This is a great question @Adria!
Especially in light of how difficult it can get to get our My Tasks list under control when we have so many things on the go.
It’s important to note that at the moment, Subtasks do not inherit the projects, tags, or the assignee of their parent tasks, even though you might see the name of the parent’s project at the top of the subtask detail pane.
You can add a subtask to a project by clicking into the subtask details (the speech bubble to the right of the subtask name) and using Tab+P to open the project field or by going to the upper right drop-down and selecting “Add to Project.” Once the subtask is added to the project, it will appear in the main pane.
Once you have added the subtask to the Project in question, sorting your “My Task” view according to Project may help keep the Tasks & its associated Subtasks grouped together in a way that makes sense to you.
Personally, I use @Laurence_Cope’s method of using Sections as headers for all my work- even within the Today/Upcoming/Later categories.
We all have our strategies for keeping our responsibilities organized, and both of these options have worked for our members in the past.
Hope this helps!
Be sure to let us know which works best for you!