Architecture advice for site with lessons that belong to courses
How about this unproven setup.

Create a third content type, Sections. Courses reference sections with a mutli-value entity reference field, which you can drag/drop the order of this field from the node edit form. You can use inline entity form to assist with content creation.

Then, reference Lessons from Sections with a multi-value entity reference field, also allowing you to drag/drop the order of the field values. Not sure if you can use the inline entity form within an inline entity form...maybe.

Then, you can continue to use EVA on both the courses and sections to display view results, using a node id contextual filter...I assume.

Or, you could just render the referenced entity, selecting a custom display mode, which you theme accordingly. This may offer better performance.