I do not know how to do what at you want. I am giving you resources that I would use if I were to attempt this. I believe it can be done.

See also How to create numbered headings or outline numbering in Ribbon Versions of Word by Shauna Kelly.

If what you want to do can be done, the solution is likely in those two articles. The thing is, an automatic TOC, generated by a field, can generally only have information already contained in the document.

So, you will need to have two separate (but related) numbering schemes under your first level. These do NOT need to both be level 2. The one you will use most should be level 2. You'll need to play around. I would advise doing this in a separate document until you get it set the way you want. Then when you have it set up the way you want you can set it up that way in your thesis.

Alternatively, you could have your Stages set (captioned) as Figures (using the word Stage instead of Figure) and customize the TOC to include those.

See also Complex Documents and Numbering in Microsoft Word.