Unfortunately that is exactly what nested means. You can't have an article that is placed within a tab or slider that then produces another tab or slider at the moment.
I think you want a tree menu that displays in a similar way to that on Windows explorer (wash my mouth out with soap)

Take a look at examples like
mattkruse.com/javascript/mktree/ or
dbtree.megalingo.com/web/demo/simple-collapsible-tree.cfm . I've not used any of them but there are loads out there. The other one to look at is
Extended Menu.
Back to FAQ Slider - this is a brand new plugin - I whipped it up the other night and I haven't worked the bugs out completely yet. I'm sure there'll be a fix soon. However, it may be a limitation of the native Joomla tabs and sliders which I'm utilising to make this plugin very lightweight. It doesn't add any new javascript to your site you see...