The Grafana documentation to add notification policy outlines the following step to add a nested notification policy.
Optionally, enable Continue matching subsequent sibling nodes to continue matching nested policies even after the alert matched the parent policy. When this option is enabled, you can get more than one notification. Use it to send notification to a catch-all contact point as well as to one of more specific contact points handled by nested policies.
Does the “catch-all” contact point mean the root policy contact point or the contact point defined in the parent notification policy (under which the nested policy is being defined)?