Interface List Nesting Limit?

CCR2004-16G-2S+, ROS 7.14.2, given the following interface lists

/interface list
add name=TUNNEL
add name="WAN ISP1"
add name="WAN ISP2"
add name="WAN ISP3"
add include=WAN,TUNNEL name="WAN & TUNNELS"

/interface list member
add interface=... list="WAN ISP1"
add interface=... list="WAN ISP1"
add interface=... list="WAN ISP2"
add interface=... list="WAN ISP3"
add interface=... list="TUNNEL"
add interface=... list="TUNNEL"

and also a mangle rule

/ip firewall mangle
add action=jump chain=prerouting  connection-mark=no-mark connection-state=new in-interface-list="WAN & TUNNELS" jump-target=mark-connection-in

the mangle rule counter never increase and incoming connections are never marked as of jump target. Changing with in-interface-list=“WAN”, the rule starts working and connection marked as expected.

It is wrong to include an interface list in another interface list in another interface list? There is a limit (2) of nesting of interface lists?

In your snippet, there is no plain “WAN” interface list, e.g.
/interface/list add name=WAN include=“WAN ISP1”,“WAN ISP2”,“WAN ISP3”