From what you have written, you are only booking one simple return ticket with KLM (you say the other ticket is no another carrier). Therefore, there can be no issue of "nested" ticketing.
KLM cannot say or do anything about any ticket you choose to buy with any other carrier. Even if you had "nested" another TPE-AMS-TPE on KLM in there, they would first of all be unlikely to notice, and secondly, unlikely to care. But by booking with a different airline, there is absolutely no issue whatsoever.
Back to Back Ticketing - KLM
A way of cutting the cost of regular trips?
Combining two cheap tickets - is this allowed?