Hi Mario,
We didn’t discuss nested functions in the thread you mention, did we?
I rarely used functions in VHDL as you describe here, and I certainly didn’t nest them. So far I haven’t hit this issue in MyHDL either, yet.
I have no real idea how difficult it would be to implement in MyHDL. At the beginning and the end it looks easy, but there is always a lot of work in between 
Regards,
Josy