Layer functionality of VST Live in Cubase/Nuendo?

You should be able to do so, using the pencil on the right of your thread title : in the dropdown panel, there is a Tag area and you can choose the feature-request one, in it.

Eventually, check @steve forum guide


EDIT - Additionaly, check the multi-track VST presets : not exactly what you are requesting, but they can be useful, if you want to combine several tracks of the same type (i.e. instrument tracks) :