Two tickets makes sense and sometimes is the only way to get proper fares I have found. I tried to book YYZ-MIA-SDQ-MIA-MGA-MIA-YYZ for Xmas in J. It did one fare that included one YUP fare and the entire itinerary is subject to the (many) restrictions of the one YUP leg.

A pair of tickets, viz: YYZ-MIA (4 day layover) - MGA-MIA- YYZ with a MIA-SDQ-MIA in the midst of the 4 day layover cost the same and allowed me a J ticket to and from MIA/YYZ and MIA/MGA and only placed restrictions on the SDQ round trip. It cost exactly the same.

The AAgent could not find a way to ticket it on one ticket without subjecting it to restrictions. And it wasn't nested etc., just two trips.