I always call that concatenating macros because the LAST step of a macro can invoke another macro (whether or not you defined it as the last step, it will function as the last step, because a concatenated macro won't return to the calling macro). Of course concatenating is plenty if you just need to get more than 15 steps.

But if you want "nestable" macros with JP1, only the 811 and 15-2104 extenders can do that (invoke a macro in the middle of another macro).