@borateThank you very much for your video link. This shows the behaviour I would expect. Not a complicated thing. I know you will not believe me but I did exactly the test you did in your video: Create a completly new project, add two videos, add both videos to Sequence 1, create new Sequence 2. But then, when I drop the Sequence 1 thumbnail to the timeline view of the Sequence 2 tab (like you did at 0:05 in your video) this results in the message "You cannot add a sequence to itself. Make sure the sequence does not appeare as a track clip in another sequence where you want to add it". In your case it works as expected.
@Nationalsolo Believe me or not, I did the thing borate showed in the first 5 seconds in his demonstration video. Forgive me but in my case also the menu option is grayed out.
I will send a bug report to NCH and post the result here. Nevertheless, thank you for your help!