Well, there is a big difference between 'nesting' and using tickets out of sequence.
The former works, with discretion. The latter invites problems because the airline computer will show either the out of place or missed segments on the ticket. Note I am referring to one ticket -- if nesting is done right, you should have two tickets. I don't know why you should (if you plan things right) ever need to use out of sequence tickets.
As Ferarri points out, properly done, 'nesting' is in that wonderful grey area. It can be technically and structurally 'legal' in many situations. It gets more complicated when intended as an end run on the saturday stayover rules; but it appears AC is reasonably tolerant if you don't make too much noise!