Is a way to create a sandbox in a (build) subsandbox?

I have a project that contains multiple modules, that are shared subprojects.
We want to create our work environment like this:
-create a build sandbox from a specific project checkpoint (release)

-create a normal sandbox for the module - and do here the modification, then checkpoint the module.

To compile the project, the module has to be inside it (it's not working with linked folder).

Because we cannot configure the shared subproject to his Mainline, because the sandbox is build, we would like the create the module sandbox in the module location inside the build sandbox.

Is there a way to do this? Or, do you have other ideas/solutions ?

Thanks,

Ana