@Deim (and All)
About (sub)Project, Nesting sequences, if you have time, can you try a simply test following at screencast, please?
Probably it do not solve your problem, but may be.
"cin20190831_NestingSequencesInAMasterProject"
https://streamable.com/en6d4

@Phyllis/GG (and All)
About nesting sequences and Proxy, can you look at the screencast, please?
"cin20190831_NestingSequencesInAMasterProject_andProxy"
https://streamable.com/3dsbz

Thanks!

IgorBeg