Can we create custom fields on components sublist of group / kit / assembly item?

I dont think so... but what's your use case? Might no need it on the sublist

I am fetching some data of item groups and their components from an api. so there are some properties which I need to store on component sublist

Couldn't you just store that on the item record of the components and query it that way rather than trying to add to the sublist additional fields?