Why do I lose multiply blend mode when nesting a sequence?

Blend Modes in Photoshop, Premiere and other applications work by one layer blending directly with the layer(s) below it. If, for example, you have a Blend Mode on Video Layer 2 blending with Video Layer 1, and you nested Video Layer 2, that kills the Blend Mode. The layer with the Blend Mode and the layers you want to blend it with need to be together in the nest. Blend modes in nested sequences can't affect tracks below them in the main sequence. If necessary, you may need to re-add the Blend Mode to the nest. You have to get creative in some situations if you need some blend layers to exist outside of the nest. If you are already combining all layers in the nest and it is somehow deactivating the Blend Mode...that may be another issue.