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

How do I write a "loop" inside the main loop?

A for loop? A while loop? There are several ways to loop inside the loop() function. In some cases, though, the best answer is don't.

It really depends on what you are trying to accomplish in your loop.

Not going to bed before I've managed this!

Dead on your feet is not a good way to program/solder/think/function.