@Andrea_paz Andrea, the screencasts are your. ;-) @Deim
So it seems nesting makes the clips (otherwise sequences or subprojects) not to leak to the rest of master project (ex. keys in filters). Am I correct? Yes, you are correct.
*Notice: If you don't use Nest feature for the Sequences (subprojects) imported.* Your Master Project must have a number of tracks equal or more than the subprojects. In my "cin20190831_NestingSequencesInAMasterProject" screencast, you can see that at the point #2, the second sub project (Sequence-02) contains 2 video tracks and 2 audio tracks. So, in Master Project you must have at least 2 video tracks and 2audio tracks (in my example). More, you can not load the Sequence (clip) from Resources->Clips to the Viewer, and from the Viewer to the Timeline otherwise you lose your Autos/Effects (may be a bug, I don't know). But You can do that with Nest feature.
Does the master project keep reference to subprojects or does it copy them fully to master project? (I'm asking when I change subproject if it somehow change master project). When you import your Sequences (subprojects) into the Master Project, the Sequences are copied in the Master Project: the xml (file project) code of the Sequence is joined with the xml of the Master. So, if you are working on a Master Project, where subprojects had been inserted, and then you change something to a subproject or delete a subproject, it doesn't change your Master Project: the Master Project is not in sync with the subprojects. That is good and bad. I hope I explained it well.
Thanks! IgorBeg