Changing modes with one touch button; on-mode1-mode2-mode3-off-on-mode1, etc.

The reason I am asking for a loop within a loop is

unnecessary.

The loop() method already loops. On each pass, it should determine what ti do, based on state(s) (switch pressed once, switch pressed twice, LED(s) on, LED(s) off) and time (how long has it been since the LED(s) was/were toggled).

Do NOT create a loop within loop to do this.