Show child of parent category after click in menu

Hi

I’m fairly new to this so i’ll try to be as specific as I can be.

I have a problem with my categories in my header menu (using the imbalance theme).
I want to have my child categories visible after clicking one of the parent categories but I don’t know how to fix this.

I tried to change the depth (see code below) but this shows all child categories without clicking the parent, and screws up my ‘dropdown’ menu.

Code in my header.php :

<div id="categories">
            <ul class="mcol2">
          <?php
                    $data = wp_list_categories('show_count=1&exclude=1&echo=0&title_li=&depth=1&hide_empty=0&orderby=ID');
                    $data = preg_replace('/\<\/a\> \((.*)\)/',' <span>$1</span></a>',$data);
                    echo $data;
                  ?>
            </ul>
        </div>

Here 2 screenshots of what the menu normally looks like after clicking ‘videos’, and what happens when i change depth=1 to depth=2..

Header normal

Header after depth changed to 2

Again i would just like to click on videos, which opens the categories and after clicking on a parent it should open the child categories.

Hope someone can help as I’ve been trying for the last 3 days haha