So I know Xenserver 8.4/9 still doesn't supported nested virtualization in Windows (sad) but has anyone put ESXI nested on it? I am thinking of switching from ESXI on my main server to XenServer, and then putting ESXI in a vm, like I do now with XenServer.

I've always placed VMware (whether ESXi or Workstation/Player on Windows) as my outer-most hypervisor when nesting. ESXi has robust nesting capabilities, and there's a lot of community guidance for it as well.