Is it possible to create a custom sublist in the PO showing related bills, prepayments and bill credits? I was able to show the bills and prepayments.

in theory it is possible as long there is a relationship reference between them ie applying and apply to transaction, created from etc.

Bill credit are not directly applied to the PO, so the saved search that will be the basis of your sublist, can use "applying transaction.applying transaction". You will end up with bill payments, currency revaluation ,vendor prepayment applications and perhaps journals, so you woould need to adjust your saved search criteria. However, it might be tricky since you can not reach the "applying transaction.applying transaction"'s fields.

My problem is the first field to be selected in the Available Filter which is how NS links the results to individual POs. Vendor Prepayment and Vendor Bill use APPLIED TO TRANSACTION while Bill Credit uses CREATEDFROM.APPLIED TO TRANSACTION. 2 different fields to connect them back to PO. Unless I'm missing something

start from the PO instead and use applying transaction