Inserting Nested Fields

It is usually best to use ranges in VBA code, and avoid using selections. However, VBA does not allow you to create nested fields "on the fly" using ranges.
The best workaround is to store your frequently used nested fields as AutoText entries in an Add-in. The you can insert the Autotext entry using ranges:

Public Sub InsertNestedPageFieldInHeader() 
Dim objRange As Range 
Dim sfolderpath As String 

   Set objRange = ActiveDocument.Sections(1).Headers(wdHeaderFooterPrimary).Range 
   objRange.Collapse wdCollapseEnd 

   sfolderpath = Application.Options.DefaultFilePath(wdStartupPath) & "\TemplateName.dot" 

   Application.Templates(sfolderpath).AutoTextEntries("PagePlus1").Insert Where:=objRange, _ 
                                                                          RichText:=True 
End Sub 

However, if you really need to create the field dynamically you will have to use selections instead of ranges.

Public Sub InsertHyperLinkFieldWithinMacroButtonField() 

   ActiveWindow.View.ShowFieldCodes = True 

   Selection.Fields.Add Range:=Selection.Range, 
                        Type:=wdFieldType.wdFieldEmpty, 
                        Text:= "HYPERLINK ""http://www.bettersolutions.com""", 
                        PreserveFormatting:=False 

   Selection.MoveLeft Unit:=wdUnits.wdCharacter, Count:=1, Extend:=wdExtend 

   Selection.Fields.Add Range:=Selection.Range, 
                        Type:=wdFieldType.wdFieldEmpty, _ 
                        PreserveFormatting:=False 

   Selection.InsertAfter "MacroButton ""FollowLink""" 

   ActiveWindow.View.ShowFieldCodes = False 
   Selection.MoveRight Unit:=wdUnits.wdCharacter, Count:=1, Extend:=wdExtend 

   Selection.Fields.Update 
End Sub 

You cannot use Selections in the Headers and Footers.
If you need to create a nested Headers or Footer field dynamically then create the field in the main document, and cut and paste it into the Headers or Footer:

Public Sub InsertNestedPageFieldInHeader() 
Dim objRange As Range 

   ActiveWindow.View.ShowFieldCodes = True 

'Insert dummy para at end of document
   ActiveDocument.Range.InsertAfter vbCr 
   Set objRange = ActiveDocument.Range 
   objRange.Collapse wdCollapseDirection.wdCollapseEnd 
   objRange.Select 

'Insert nested field
   Selection.Fields.Add Range:=Selection.Range, 
                        Type:=wdFieldEmpty, 
                        Text:= "PAGE ", 
                        PreserveFormatting:=False 

   Selection.MoveLeft Unit:=wdUnits.wdCharacter, Count:=1, Extend:=wdExtend 

   Selection.Fields.Add Range:=Selection.Range, 
                        Type:=wdFieldType.wdFieldEmpty, _ 
                        PreserveFormatting:=False 

   Selection.TypeText Text:="= " 
   Selection.MoveRight Unit:=wdUnits.wdCharacter, Count:=1, Extend:=wdExtend 

   Selection.MoveRight Unit:=wdUnits.wdCharacter, Count:=1 

   Selection.TypeText Text:=" + 1" 
   Selection.MoveRight Unit:=wdUnits.wdCharacter, Count:=2 

   Selection.MoveLeft Unit:=wdUnits.wdCharacter, Count:=1, Extend:=wdExtend 

   Selection.Fields.Update 
   ActiveWindow.View.ShowFieldCodes = False 

'Cut field, delete dummy para mark, and paste field into header
   Selection.Cut 
   ActiveDocument.Paragraphs.Last.Range.Delete 

   Set objRange = ActiveDocument.Sections(1).Headers(wdHeaderFooterIndex.wdHeaderFooterPrimary).Range 
           
   objRange.Collapse wdCollapseDirection.wdCollapseEnd 
   objRange.Paste 
End Sub