You have 3 cases:
(define (my-sum lst)
(cond
; 1. the list is empty, so finish of by adding 0
([empty? lst] 0)
; 2. the first element is a list, so recurse down on the sublist, then do the rest
([list? (car lst)] (+ (my-sum (car lst)) (my-sum (cdr lst))))
; 3. add the first element to the sum, then do the rest
(else (+ (car lst) (my-sum (cdr lst))))))
so you were just missing the middle case.
This will work regardless of the nesting depth:
(my-sum '((1) (2 3) (4) (5 6)))
=> 21
(my-sum '((1) (2 3) (4) (5 6 (7 8 (9)))))
=> 45
Please note that you should not use the names "sum" and "list" in order not to shadow the build-in procedures.