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How do I get two levels of grouping for in a lattice panel function?

Yes, and furthermore:

1. See
http://addictedtor.free.fr/graphiques/

for many examples and code therefor, which is likely to get you very
close to what you want.

2. You do not seem to have made much of an effort to learn what you
need to know on your own, as it appears that this is basic lattice
functionality.  Aside from the man page, look for lattice tutorials
online (perhaps starting on CRAN) or get the book by Deepayan Sarkar,
lattice's author, which is comprehensive and full of examples.

-- Bert