Hmm. Well, I can tell you that there is no method of saving sets of in/out points. At least not natively.
You really have two options in terms of trying to batch encode things and that would be to commence the way you have been by setting in/out points in the sequence and queueing it up, or by breaking each of these videos out into its own sequence. Theoretically if you did that you could tweak whatever things you wanted and then send them to AME in one go, but you do have to decide which of those options is more convenient for you.
At a certain point I would think that you would not have a need to set custom in/out points for everything since you'd only be making small tweaks on specific videos and re-exporting those, right? Maybe I'm not grasping the full context of what you're trying to do because it seems easy enough to make a selection, hit / to set in/out points, CTRL M, name, queue. (The naming part would potentially be a bit more automatic if they were in their own sequences since it takes the sequence name.)
Also, I'm not familiar with the nested sequence bug you mentioned. What is that?
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