Is there a way to nest workouts for a continuous workout project but record each workout individually? Example:
- 15 min light warm-up run
- 5 min stretching/recovery period
- 20 min tempo run
- 5 min stretching/recovery period
- 4 x 200m sprints w/2 min rest (using a repeat)
- 10 min cool down
I would like each to be recorded individually, not as a cumulative total, but I would also like to just start 1 workout that orchestrates all these individual workouts without starting each one.
That can't be done.
I did a test with my idea about doing it as a multisport activity, but as soon as you switch to the next activity the workout ends and you can't start any new workouts.
Why not create a workout with all those parts and record it as one activity? You will get each part reported in the intervals section and can also filter out each part.
I have a running coach that uses Final Surge, and I have my Garmin Fenix 6/Connect integrated with it. He wants everything logged individually so he can track and report on the activities properly. I was hoping for a more convenient/efficient way to just run the workouts continuously and collect the data without interacting with my watch to stop, save, and start the next. I didn't think there was a way, but there are a lot of folks out there doing things I didn't think of. 
Ok. I understand. The limitation is then in Final Surge or that your coach wants your single activity to be in multiple activities. It feels more natural to keep one activity as a single activity since it really is a single activity.
In Final Surge you can build structured workouts with all those steps in one single workout that you then can sync to Garmin Connect. That is likely the intended use instead of having multiple small workouts that are combined by the athlete. Maybe your coach need to work a little harder 
You could split the activity into multiple activities afterwards and then import them all, but then they have already synced to Final Surge so you will have to do some work there as well.
