Upvote:8
Nested returns are totally fine and quite common for say, Kiwis who have gone to live in London - 1 way over there, then returns from London to NZ, repeat for x years, then a 1 way back to NZ even.
I've also had LON-EZE return, and inbetween, went EZE to CHC and back, then back to London later.
https://en.wikipedia.org/wiki/Airline_booking_ploys for some interesting reading.