Alexa won't nest one request into another, but it will accommodate multiple requests back to back.
The Follow-Up Mode in Alexa now has no equivalent on its rivals. They still have to divide those into two, but now without needing to say "Alexa" each time. This is signified by the blue ring on an Echo speaker or other Echo device staying lit up. It is often annoying while using digital assistants that you have to speak a particular "wake" word after every request, such as "Hey Siri" in the HomePod, "Ok Google" in Google Home, or "Alexa" in Amazon speakers. This new feature lessens the struggles that users have when they need to constantly repeat a trigger word in order to make a series of requests.
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Scroll down to the Follow-Up Mode toggle and turn it on.
On paper, follow-up mode sounds useful enough. Will you be activating this setting on your Echo device (s)? The blue light will go out as usual to show that Alexa is no longer listening. There's the fact that for it to determine a command is indeed a follow-up, Alexa must first be "confident" that the second command isn't just background noise from people chattering or a dialog from a TV program.
Amazon warns that the feature will not work when your Echo device is playing music, books, or you're on a call through the device.
It'll be interesting to see how well this works. This is supposed to make Alexa less likely to mistake what a person has just said. This new feature is available to all Amazon Echo devices but so far it is only available in US English.