Problem with multiple 2D triggers

I have a scene where there is a large 2D trigger (box collider 2D), that has another, smaller, 2D trigger "inside" of it. I quoted "inside" because they are two separate game objects, not parented or anything, they just happen to be intersecting.

The problem is that it seems like when the player is inside the larger trigger zone, he never gets any trigger messages for the smaller trigger zone inside of it.

Basically it looks something like this, where the red, outer rect is the first trigger zone, and the orage, inner rect is the second trigger zone. The black box is the player. I get all the Enter/Exit/Stay messages for the outer zone, but nothing for the inner zone.

Is this how Unity is supposed to work? Is there a way around this?