When you try to drag a symbol in another, a red message warns you that you can't nest a symbol in a symbol.
However, if you build a section with symbols in it, then turn the whole section into a symbol, it works.
Now I witnessed sometgin on one of my sites this morning: symbols nested in a symbol have vanished... I'm not sure if I did a mistake or if it's because I'm not supposed to nest symbols in symbols.
Nesting symbols in symbols is something I wish was allowed. It's useful, especialy when you work on a multilingual website.