Hello,
To set left margins to list items when importing HTML a custom list style must be used:
$myListStyle = array();
$myListStyle[0]['left'] = 900;
$docx->createListStyle('myliststyle', $myListStyle);
$html = '
<ul class="myliststyle">
<li>First item.</li>
<li>Second item.</li>
<li>Third item.</li>
</ul>';
$docx->embedHTML($html, array('customListStyles' => true));
Changing left margins of list items isn't supported applying CSS styles. Paragraphs and other elements support setting custom margins using CSS styles.
Regards.