This is a limitation of Atlassian Confluence Cloud, not a feature or bug in our Cloud macros. Atlassian does not allow any nesting of "Atlassian Connect" macros.
Our macros, like almost all 3rd party apps for Confluence Cloud, are Connect macros. Connect is the framework that Atlassian provides for 3rd party apps to be used in Confluence.
For example, nesting of one of our MultiExcerpt macros in another one of our MultiExcerpt macros:
Atlassian does not use their own Connect framework for their macros, they use internal methods that are not available to 3rd party app developers. That is why some of their macros are nestable.
We have code in our macros that detects when they are nested in one of our macros. When that is detected you get the error message shown above.
You should not nest our macros in any other 3rd party macro that uses Connect. It won't work. You won't see our custom error message about nesting of 3rd party macros from other companies but if you try it but it just won't work.
Our macro code does not search for nesting of our macro in some other company's 3rd party macro because that is not possible, we only detect nesting of our macros within each other so that we can provide that custom error message.
Please give your feedback about this limitation to Atlassian. We have talked to them about it but they need to hear directly from their customers too.