The document template editor is outdated and not supported with new development.
A data grid inside a data grid isn't possible and won't in the future.
What you describe of possible fetching referenced data, you are correct. Though the nesting itself isn't possible.
However: the new way of document generating is using the document generation module. Which allows you to create document templates using the page editor. Which allows you to nest lists in lists.
Hope this solves your challenges
Dear Rene,
thanks for your helpful answer!
Andy