Nested tasks not possible?

Situation: from a main routine, I execute a subroutine with sp_exec. inside this subroutine, some calculations are done (a generated SQL statment). If I execute this SQL statement with sp_exec it seems it's not executed at all. no error message either. Can't find the reason. (SQLStatement is ok, checked)

exec mainroutine

-- in loop: sp_exec subroutine

-- in loop: sp_exec sql statement

Question: can you add another process from within a parallel process?