Can a gas giant have an other gas planet as satellite?
It would seem so.

Think about brown dwarfs. At the lower end of the mass spectrum, they're only a couple dozen times that mass of Jupiter, and only a couple times the mass of Hot Jupiters. Some brown dwarfs have been found to have planets. Taking a look at some examples:


2M1207: Roughly 25 Jupiter masses, this brown dwarf has a planetary-mass object orbiting it, 2M1207b. This object has between 3 and 10 times that mass of Jupiter, and is fairly hot, although it orbits far from the star.
2MASS J04414489+2301513: Roughly 20 Jupiter masses, with a companion on the scale of 5 to 10 Jupiter masses that could be a planet.


Note that these brown dwarfs are very low-mass, only a bit more massive than hot Jupiters. They can have orbiting gas giants - why couldn't high-mass hot Jupiters have the same?