Most Welcome :)
For the sub menus you have to assign the class to that specific menu item which have further sub menu items and add the class in prior code for rounded border.
Screenshot for specific item which contains further menu items: https://jmp.sh/mb78ir0
Assigning the class: https://jmp.sh/QuH52mq
The below CSS code you have to use in global custom CSS under theme settings >> custom CSS:
.round .sub-menu-dropdown, .round .sub-sub-menu {
border: 2px solid red;
border-radius: 10px;
}
Result: https://jmp.sh/Cx0lfd9
Best Regards.