How can I do nested ordering?
This should get you the desired results:

{% for entry in craft.entries.section('yoursection').order('startDate desc, featured desc') %}

    {# Entry Code #}

{% endfor %}


If for any reason that doesn't achieve exactly what it is you are looking for, you could always break it up into multiple loops, 1 for featured, and 1 for not featured. It's not as clean as the above solution but should also solve the issue:

This will use 2 loops, one for the featured and 1 for the not featured, assuming the 'featured' field is a lightswitch.

{% for entry in craft.entries.section('yoursection').search('featured:1').order('startDate desc') %}

    {# Entry Code #}

{% endfor %}


and

{% for entry in craft.entries.section('yoursection').search('featured:not 1').order('startDate desc') %}

    {# Entry Code #}

{% endfor %}