Converting Json file to Dataframe Python
I once ran into a situation like this where i wanted a complex dataframe due to the original source having a complex data structure.

I solved my issue by simplifying my structure into multiple separate dataframes instead of one big complex multi structure dataframe.

With simple separate dataframes i was better positioned to apply complex algorithmic operations.

Looking at your specific data, you could get rid of userIdentity which results in a simple 2d dataframe. This should position you to do any complex operation.

I understand this doesn't answer your specific dataframe structure requirement. 

But i hope this answers the spirit of your objective.