Can we add subscript to subscript in Mathcad Prime?
First, and very significant, point. What you are calling a "subscript" is actually an "index" - a subscript is a very different beast and is part of a name.
Second, and also very significant, point. When Mathcad sees a range variable on the left-hand side of an equation, it iterates over it. Unfortunately, when you evaluate an expression, the result looks like a vector but is actually just a collection of individual results that do not form part of a data structure. This catches a lot of people out - Mathcad could do with a separate way of denoting a range variable evaluation so that the distinction is clear.
What are you trying to achieve as an outcome? Would the submatrix function better meet your needs?
Oh, forgot to add, it is possible to use this notation in an evaluation (=) if the elements of an array are themselves arrays.
The error message for the last definition is along the lines of "a function or variable name is required here".
I've only got Mathcad Express 7 so don't have the ability to create or run programs, however, I believe that you can use this notation with a local assignment operator in a program.