I have a URL: www.example.com/banana-lp
and I want to change it's URL to www.example.com/lp/banana
I have been searching for how to do this everywhere but only found how to get this done by "posts" and not "pages".
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There is very simple way to do this:
Make a page with slug 'lp' or whatever you want
Then create page with slug 'banana' and set the previously created page 'lp' as it's parent from the parent dropdown list.
You can also add category support for pages via coding but I think the above points will solve your problem.