Here is a full list of (closed) subgroups of $ SU_2 $.
There are three maximal subgroups (up to conjugacy). The first maximal subgroup, $ N $, has dimension $ 1 $ and has two connected components
$$
N= \{ \begin{pmatrix}e^{i\theta}&0 \\ 0 & e^{-i\theta}
\end{pmatrix} 0\leq\theta<2\pi \}
\cup
\{\begin{pmatrix} 0 & ie^{-i\theta}\\ ie^{i\theta}&0\end{pmatrix} 0\leq\theta<2\pi \}
$$
$$
=<U_1,i \begin{pmatrix} 0 & 1\\ 1&0\end{pmatrix}>
$$
and contains subgroups
$$
U_1=\left \{\begin{pmatrix}e^{i\theta}&0 \\ 0 & e^{-i\theta}
\end{pmatrix} \mid 0\leq\theta<2\pi \right \}
$$
and all cyclic groups of order $ n $
$$
C_n=\left \{\begin{pmatrix}e^{2 \pi k i/n}&0 \\ 0 & e^{-2 \pi k i/n}
\end{pmatrix} \mid 0 \leq k < n \right \}
$$
and all binary dihedral groups of order $ 4n $
\begin{align*}
{BD}_{n}=&\left \{\begin{pmatrix}e^{2 \pi k i/2n}&0 \\ 0 & e^{-2 \pi k i/2n}
\end{pmatrix} \mid 0 \leq k < 2n \right \} \\
& \cup
\left \{\begin{pmatrix} 0 & ie^{-2 \pi k i/2n}\\ ie^{2 \pi k i/2n}&0\end{pmatrix} \mid 0 \leq k < 2n \right \}\\
=&<C_{2n},i \begin{pmatrix} 0 & 1\\ 1 & 0\end{pmatrix}>
\end{align*}
Note that we have SES
$$
1 \to U_1 \to N \to C_2 \to 1
$$
which look like the SES for
$$
1 \to U_1 \to O_2(\mathbb{R}) \to C_2 \to 1
$$
But these groups are distinct. In particular the only element of $ SU_2 $ with order $ 2 $ is the matrix with eigenvalues $ -1,-1 $
$$
\begin{pmatrix} -1 & 0\\ 0&-1\end{pmatrix}
$$
by contrast $ O_2(\mathbb{R}) $ has infinitely many elements of order $ 2 $. It is also interesting to note that $ U_1 $ is the maximal torus of $ SU_2 $ and that $ N $ is $ N(T) $ the normalizer of the maximal torus. So the short exact sequence above is really
$$
1 \to T \to N(T) \to W \to 1
$$
where $ T $ is the maximal torus, $ N(T) $ is the normalizer and $ W $ is the Weyl group (the Weyl group for $ SU_2 $ is symmetric group on two letters, equivalently two element cyclic).
The two other maximal subgroups are finite: the binary icosahedral group $ 2.A_5 \cong SL(2,5) $ of order $ 120 $ and the binary octahedral group $ 2.S_4^- \cong SL(2,3):2 $ of order $ 48 $, which has GAP ID $SmallGroup(48,28)$. It is the schur cover of $ S_4 $ of minus type. A word of warning: The group $ SmallGroup(48,29)\cong GL(2,3)\cong 2.S_4^+ $ is a subgroup of $ U(2) $ which has also has order $ 48 $ and a fairly similar looking character table, it is the schur cover of $ S_4 $ of plus type. But there is no subgroup of $ SU(2) $ isomorphic to $ GL(2,3) $. Another way in which these groups are closely related is that $ 2.S_4^- $ and $ 2.S_4^+$ are both subgroups of $ U(2) $ and their intersection is the binary tetrahedral group $ 2.A_4 $ and every element of $ GL(2,3) \setminus SL(2,3) $ is just $ i $ times an element from $ 2.S_4^- \setminus SL(2,3) $ (that explains why half the elements have determinant $ -1 $ and so $ GL(2,3) $ is not contained in $ SU(2) $. Comparing $ GL(2,3) $ and the binary octahedral group
The intersection of these two groups is exactly $ 2.A_4 \cong SL(2,3) $ the binary tetrahedral group of order 24. These three binary polyhedral groups are the three exceptional subgroups of $ SU_2 $. They are the only primitive subgroups. They are also all Lie primitive (not contained in any proper positive dimensional closed subgroup).
To reiterate, the closed subgroups of $ SU_2 $ are classified as follows:
The finite subgroups are given by the ADE classification with $ A_n $ corresponding to cyclic order $ n $, $ D_n $ corresponding to binary dihedral group of order $ 4n $, $ E_6 $ corresponding to binary tetrahedral, $ E_7 $ to binary octahedral and $ E_8 $ to binary icosahedral.
There are only three closed subgroups of positive dimension: $ SU_2 $ itself, the maximal torus $ U_1 $, and $ N=N(T) $ the normalizer of the maximal torus.