As you can see nested stages cannot contain further parallel stages themselves in declarative pipelines.
I also think it's a bad idea to use parallel in parallel in combination with scripted pipelines because it cannot be displayed correctly in blue ocean.
For example:
import java.text.SimpleDateFormat
node() {
stage('Build') {
parallel (
"win7-vs2012" : {
stage("checkout (win7-vs2012)") {
println 'checkout Win'
sleep(20)
println(new SimpleDateFormat("HH:mm:ss").format(new Date()))
};
stage("build (win7-vs2012)") {
println 'Build Win'
sleep(45)
println(new SimpleDateFormat("HH:mm:ss").format(new Date()))
};
stage("test (win7-vs2012)") {
parallel (
"test1 (win7-vs2012)" : {
stage("test1 (win7-vs2012)") {
println 'TestRunner 1'
sleep(1)
println(new SimpleDateFormat("HH:mm:ss").format(new Date()))
}
},
"test2 (win7-vs2012)" : {
stage("test2 (win7-vs2012)") {
println 'TestRunner 2'
sleep(1)
println(new SimpleDateFormat("HH:mm:ss").format(new Date()))
}
},
"test3 (win7-vs2012)" : {
stage("test3 (win7-vs2012)") {
println 'TestRunner 3'
sleep(1)
println(new SimpleDateFormat("HH:mm:ss").format(new Date()))
}
}
)
}
},
"win10-vs2015" : {
stage("checkout (win10-vs2015)") {
println 'checkout Win'
sleep(15)
println(new SimpleDateFormat("HH:mm:ss").format(new Date()))
};
stage("build (win10-vs2015)") {
println 'Build Win'
sleep(40)
println(new SimpleDateFormat("HH:mm:ss").format(new Date()))
};
stage("test (win10-vs2015)") {
parallel (
"test1 (win10-vs2015)" : {
stage("test1 (win10-vs2015)") {
println 'TestRunner 1'
sleep(1)
println(new SimpleDateFormat("HH:mm:ss").format(new Date()))
}
},
"test2 (win10-vs2015)" : {
stage("test2 (win10-vs2015)") {
println 'TestRunner 2'
sleep(1)
println(new SimpleDateFormat("HH:mm:ss").format(new Date()))
}
},
"test3 (win10-vs2015)" : {
stage("test3 (win10-vs2015)") {
println 'TestRunner 3'
sleep(1)
println(new SimpleDateFormat("HH:mm:ss").format(new Date()))
}
}
)
}
},
"linux-gcc5" : {
stage("checkout (linux-gcc5)") {
println 'checkout Win'
sleep(10)
println(new SimpleDateFormat("HH:mm:ss").format(new Date()))
};
stage("build (linux-gcc5)") {
println 'Build Win'
sleep(20)
println(new SimpleDateFormat("HH:mm:ss").format(new Date()))
};
stage("test (linux-gcc5)") {
parallel (
"test1 (linux-gcc5)" : {
stage("test1 (linux-gcc5)") {
println 'TestRunner 1'
sleep(2)
println(new SimpleDateFormat("HH:mm:ss").format(new Date()))
}
},
"test2 (linux-gcc5)" : {
stage("test2 (linux-gcc5)") {
println 'TestRunner 2'
sleep(2)
println(new SimpleDateFormat("HH:mm:ss").format(new Date()))
}
},
"test3 (linux-gcc5)" : {
stage("test3 (linux-gcc5)") {
println 'TestRunner 3'
sleep(2)
println(new SimpleDateFormat("HH:mm:ss").format(new Date()))
}
}
)
}
},
)
}
}
Is interpreted as:

But as so often there are good workarounds. I would recommend to trigger a new build in a parallel stage.
pipeline {
agent none
stages {
stage("Example") {
failFast true
parallel {
stage("win7-vs2012") {
agent {
label "win7-vs2012"
}
stages {
stage("checkout (win7-vs2012)") {
steps {
echo "win7-vs2012 checkout"
}
}
stage("build (win7-vs2012)") {
steps {
echo "win7-vs2012 build"
}
}
stage("test (win7-vs2012)") {
steps {
build 'test-win7-vs2012'
}
}
}
}
stage("win10-vs2015") {
agent {
label "win10-vs2015"
}
stages {
stage("checkout (win10-vs2015)") {
steps {
echo "win10-vs2015 checkout"
}
}
stage("build (win10-vs2015)") {
steps {
echo "win10-vs2015 build"
}
}
stage("test (win10-vs2015)") {
steps {
build 'test-win10-vs2015'
}
}
}
}
stage("linux-gcc5") {
agent {
label "linux-gcc5"
}
stages {
stage("checkout (linux-gcc5)") {
steps {
echo "linux-gcc5 checkout"
}
}
stage("build (linux-gcc5)") {
steps {
echo "linux-gcc5 build"
}
}
stage("test (linux-gcc5)") {
steps {
build 'test-linux-gcc5'
}
}
}
}
}
}
}
}