Convert JSON String of RESTRequest to Map

you want to get Map<String,Auto_Risk_Fill__c> by autoObj.P_L__c and after that put to this Map put(autoObj.Risk_Factor_Name__c,autoObj).

Your code will look like

List<Auto_Risk_Fill__c> autoValues = [
    select Answer__c, Answer_Comments__c, Risk_Factor_Name__c, Category__c, Opportunity_BidLevel__c, Opportunity_Install_Country__c, Opportunity_Project_Scope__c, P_L__c, Risk_Module__c
    from Auto_Risk_Fill__c
    ];   

Map<String,Map<String,Auto_Risk_Fill__c>>> mapOfMaps = new Map<String,Map<String, Auto_Risk_Fill__c>>();
    for(Auto_Risk_Fill__c  autoObj : autoValues){
        Map<String, Auto_Risk_Fill__c> riskItems = null;
        if(mapOfMaps.containsKey(autoObj.P_L__c)){
            riskItems = mapOfMaps.get(autoObj.P_L__c);
        }else{
            riskItems = new Map<String, Auto_Risk_Fill__c>();          
        }
        riskItems.put(autoObj.Risk_Factor_Name__c, autoObj);
        mapOfMaps.put(autoObj.P_L__c, riskItems);
    }
System.debug('mapOfMaps:' + mapOfMaps);

You need to access each nested map level individually. Always make sure you initialize the inner layers before you attempt to use them (or you'll get a NullPointerException).

MapFist.put('FiestIndex', new Map<String, String>());
MapFist.get('FiestIndex').put('SecondIndex', 'Value');