I try from this computer and have the same problem.
I see that there are more people with the same problem: http://ez.no/community/forum/install_configuration/online_editor/re_online_editor_wont_update_changes_to_header_tags
This is a "feature" as the result of strict document structure enforcement: before a header level 2, ther must exist a header level 1. It will be relaxed in future release according to the 3.5 plans.
Paul B. Nested lists are already supported by the development version of 3.5. The new unreleased OE also supports this. It will be available in the final release of 3.5.