Hi,
Let's verify your issue: when you created a list, it showed on the navigation of the parent site instead of the current site. Is it right?
I am wondering whether you use some customization to add a list showing on the navigation of the current site? By default, the list will not show on the navigation of the current site except you add it manually.
Which operations did you about "add a list data service url for a subsite in the browser with http and the exact same things with https"?
For troubleshooting this issue better, I suggest you provide your steps to reproduce this issue. It will make others in the forum easy to find a solution for you.
Best Regards,