A region cannot have more than one deep history state.
A history state represents the last state the object was in before a transition left the enclosing state. When a transition returns to this state, the object will resume the state defined by the history state. Therefore, only one history state by region can be defined, otherwise it would not be possible to determine which state to resume from.
If you need to use more than one deep history state, you should consider adding a new region in your state and moving your history state into that region.