FFmpeg concat plus video inside video with different times
Basic syntax is

ffmpeg -i video1 -i video2 -i video3 -i video4
       -filter_complex "[1]scale=0.40*iw:-1,setpts=PTS-STARTPTS+1/TB[v2];
                        [2]scale=0.40*iw:-1,setpts=PTS-STARTPTS+1/TB[v3];
                        [0][v2]overlay=x=W-w-20:y=H-h-20:eof_action=pass[m2];
                        [m2][v3]overlay=x=W-2*w-40:y=H-h-20:eof_action=pass[m3];
                        [m3][3]concat=n=2:v=1:a=0"   out.mp4


I assume all videos have same resolution and framerate. I've scaled videos 2 and 3 to 40% before overlay and offset their start time to 1 second.