you can make it using the following steps:
1: create an enumerated list as in this picture with the theorem statement in its first line the first line in the intended enumerated list in the second line, the second line is in the third and so on

2: using the button shown in this picture increase the level of numbering to the next numbering level for all lines starting from no. 2 to the last numbered line

3: change the first line to Theorem or lemma and you will get it

Thank you for sharing your ideas.