I am presuming the problem you are having is like this:
- Stage
- Movieclips directly on the stage (I'll just call them Lv1 movieclips)
- Movieclips inside the Lv1 movieclips (I'll call these Lv2 movieclips)
- Movieclips inside the Lv2 movieclips (I'll call these Lv3 movieclips)
All movieclips involved have frame based animations inside, there is no code based animation in them.
When you scrub the timeline, Lv1 moveclips will play and you can see them animate. However, Lv2, Lv3, Lv4+ movieclips aren't visibly playing and you want to see them playing.
To make Lv2 'play' you can select them and change their type from movieclip to graphic. Then they should play when you scrub the timeline, as a graphic's animation is "locked" to the timeline as opposed to being able to play independently on it's own (which a movieclip is able to).
To make Lv3 clips play, change them to graphics within the Lv2 clips and make sure the Lv2 clips are graphics within the Lv1 clip.
Graphics however have a few limitations, one of which is being unaffected/uncontrollable by code I believe. There are other differences to be aware of that may affect your project though if you leave your movieclips as graphics when they really need to be movieclips. I suggest searching or taking a look in the help files between movieclip and graphic however to see what the actual differences are.
Keep in mind, this timeline frame 'locking' can require you to add more frames to movieclips (or graphics) so they have "room" to play. If you have a lower Lv movieclip that only has 1 frame for it's higher Lv'ed 'inner' movieclip, that 'inner' movieclip only has 1 frames 'worth' to play in, you'll need to add more frames to match the number of frames to what the inner movieclip has.