Multilevel list with combined roman letters and numbers

I'm trying to format my headings in a multi-level list style like this:
Chapter I: heading1
I.1 subheading1
I.2 subheading2
I.3 subheading3
Chapter II: heading2
the problem is that indesign's multilevel list seem to support only one kind of numbering system. I can either use numbers or letters. But how can I combine both? Even word has that feature so Indesign should also have it, right? Can anybody help?

There was a similar thread yesterday. It's not entirely clear if this is a bug (I think it is) or a feature since underlines are a character adornment, and automatic numbers are not recognized as characters in the same way as typed text, but the fact remains that underline and strikethrough don't work on numbers and bullets generated in a list.
You have a couple of options. One is to use a paragraph rule and set a huge right indent, but this doesn't work too well for multi-digit numbers, nor do I think that it works all that well with letters in a proportional font.
A second option would be to find a font with the circles or squares built into the characters and use it as part of a character style applied to the numbers. I think this is the best solution, but it may not give you the colors that you want if you need solid digits on a colored background.
A third option might be to use an anchored object positioned behind the numbers. This has the most flexibility, I think.

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