Basically im trying to split all the runs for the game i moderate (hearts of iron IV) into allowing a mechanic and not allowing a mechanic, but it deletes all of the existing runs. is there a way to add the subcategories without deleting all of the runs?

the runs aren't getting deleted when you create a subcategory.
after creating the subcategory, press the giant, orange "SET DEFAULT FOR ALL" button to assign them to the default subcategory.
after that you just have to go through all runs and sort out the runs that don't belong.