Ok, there is a way to do this. It’s super hacky but I guess the community could benefit from it since I didn’t see any posts on how to make nested lists.
Let’s say you have an existing formula called MyList that looks like this:
means at position 3 delete zero items and insert a List("E", "F") and return [A, B], [C, D], [E, F]:
Please note the List(List(...)) — if you just submitted a non-nested list to the Splice formula it would insert list items one by one and would get [A, B], [C, D], E, F. The Splice function unwraps one list but doesn’t unwrap the second.