I also am confused, like Era, about what you are trying to achieve.

For the record, you can nest heredocs in ksh93 as shown by the following trivial example:

#!/usr/bin/ksh93

TMP=file.$$

cat <<< $(echo "first time") > $TMP

cat <<EOF1 >> $TMP
current date: $(date)
===================
$(cat <<EOF2
second time
current date: $(sleep 1; date)
===================
$(cat <<EOF3
third time
current date: $(sleep 1; date)
EOF3
)
===================
EOF2
)
EOF1

cat $TMP

rm $TMP

$ ./trivial
first time
current date: Tue Sep  9 21:48:52 EDT 2008
===================
second time
current date: Tue Sep  9 21:48:53 EDT 2008
===================
third time
current date: Tue Sep  9 21:48:54 EDT 2008
===================
$