Explanation

https://learn.microsoft.com/en-us/azure/active-directory/roles/groups-concept#how-are-role-assignable-groups-p
"Group nesting isn't supported. A group can't be added as a member of a role-assignable group." For the second question:
https://learn.microsoft.com/en-us/azure/active-directory/fundamentals/how-to-manage-groups#add-or-remove-a-
"We currently don't support:
Adding Microsoft 365 groups to Security groups or other Microsoft 365 groups.
"
For the third question, although it appears truncated in the screenshot (ending with "for...") there is a reference about Microsoft 365 groups support for roles assignment here:
https://learn.microsoft.com/en-us/azure/active-directory/roles/groups-concept#how-role-assignments-to-groups-w
"To assign a role to a group, you must create a new security or Microsoft 365 group with the isAssignableToRole property set to true. "