CF won't allow you to nest two query driven cfoutput tags. I
posted this question to my cfgroup and they were able to answer it.
ANSWER:
At the lowest level, you will want a simple cfoutput without
a group on it.
<cfoutput query="qry_my_query"
group="outer_grouping_column">
<cfoutput group="inner_grouping_column">
<cfoutput>
</cfoutput>
</cfoutput>
</cfoutput>
Answered by Matt Jones and Brad Wood of the KCDevCore group.
Thanks guys!