Leidenfrost drops were recently found to host strong dynamics. In the present study, we investigate both experimentally and theoretically the flow structures and stability inside a Leidenfrost water drop as it evaporates, starting with a large puddle. As revealed by infrared mapping, the drop base is warmer than its apex by typically 10 $^{\circ }$C, which is likely to trigger bulk thermobuoyant flows and Marangoni surface flows. Tracer particles unveil complex and strong flows that undergo successive symmetry breakings as the drop evaporates. We investigate the linear stability of the base flows in a non-deformable, quasi-static, levitating drop induced by thermobuoyancy and the effective thermocapillary surface stress, using only one adjustable parameter. The stability analysis of nominally axisymmetric thermoconvective flows, parametrized by the drop radius $R$, yields the most unstable, thus, dominant, azimuthal modes (of wavenumber $m$). Our theory predicts well the radii $R$ for the mode transitions and cascade with decreasing wavenumber from $m=3,\, m=2$, down to $m=1$ (the eventual rolling mode that entails propulsion) as the drop shrinks in size. The effect of the escaping vapour is not taken into account here, which may further destabilize the inner flow and couple to the liquid/vapour interface to give rise to motion (Bouillant et al. Nat. Phys., vol. 14 (12), 2018, pp. 1188–1192; Brandão & Schnitzer Physical Review Fluids, vol. 5 (9), 2020, 091601).