To nest graphs, you want to copy them starting from the lowest level into your clipbooard using SAVE script > TO CLIPBOARD, then paste into the next highest level graph, until you have the final graph.
Then, save the final graph using SAVE script > TO DATA TABLE. Remember to then save the table. When you open the table, you can run the script from the Tables Panel, see the highest-level graph and drill sequentially into the lower-level graphs.
See a short example that also includes adding and saving a data filter.
See a full Mastering JMP video on how to create custom drill-down graphs.