jenkins pipeline nested parallel
Sure, you can do this with Scripted Pipelines.  I've never tried to do it with Declarative so I'm not sure whether it's possible to do with Declarative or, if it is, if it's easy or straightforward.

Here's an example of what this might look like with a Scripted Pipeline.  I haven't tested it so there may be syntax errors or other problems.

def parallelTopLevelSteps = [:]

parallelTopLevelSteps['A and B'] = {
  def parallelNestedSteps = [:]

  parallelNestedSteps['step A'] = { echo('A') }
  parallelNestedSteps['step B'] = { echo('B') }

  parallel(parallelNestedSteps)
}

parallelTopLevelSteps['C and D'] = {
  def parallelNestedSteps = [:]

  parallelNestedSteps['step C'] = { echo('C') }
  parallelNestedSteps['step D'] = { echo('D') }

  parallel(parallelNestedSteps)
}

parallel(parallelTopLevelSteps)