Basically one cannot nest thread calls.
If there is no real reason to prohibit this and it's an artificial restriction on your part... get rid of the restriction.
I presume you were just following Adobe's lead on this one... I reckon you probably should not have.
See equivalent bug raised for ColdFusion: https://bugbase.adobe.com/index.cfm?event=bug&id=4013671
NB: probably also applies to Lucee 5, but I could not test due to LDEV-267. That issue is becoming a right pain in the arse, btw. It basically prohibits me from using Lucee 5 for 50% of my work.