Sounds more like a squib to me. It would be difficult to size/deprime with another case inside the other, and then you wound have to prime it as well. Not only that how would you be able to seat a full wad cutter with another even small case inside the parent case?
I am going to hazzard at a squib. It can happen with light loads. A friend of mine stuck 6 wad cutters in his Model 19 4 inch. Lucky they were so light it did not damage the gun, and the cylinder was able to be opened without chanceing a bent crane.
No matter how many times you do it and nothing happens it only takes something going wrong one time to kill you.