When a desired item is missing in a lookup editor, there is no more need to return back to the appropriate page, create the item and repeat everything from the beginning: just press the button on the right of the editor and create the item directly in the popup modal window. Nesting depth is unlimited i.e. you can create a new element for a lookup editor in the modal window mentioned above, and so on.

To see this feature in action, open Insert or Edit form, and take a look at the Country lookup editor.