What does the “Nested comments aren’t possible…” message mean?
Because of the ways in which Microsoft have implemented comments, you can’t programmatically add a comment to selected text that already has a comment associated with it.
So, for example, while you can highlight three words and use Annotate PRO to add a comment with one click, you can’t then select the middle of the three words and add a NEW comment with Annotate. They would be nested.
Luckily there are two easy workarounds:
First up: instead of highlighting entire words in existing highlighted section, just insert a comment at a particular cursor location. Then insert a comment with Annotate PRO and it will be added alongside the existing comment.
Or, if you really want to highlight text, flip Annotate PRO to Inline comments (flip the toggle switch at the top of the Insert taskpane), add a Word comment bubble the old way (‘New Comment’), and then use Annotate to insert a comment at the cursor location in the comment bubble.