This is a commonly encountered issue with nested attachments.
Not sure if it's a bug or working as intended, but requires the following process.
Your attach points that will attach the object to another object need to be at a very specific XYZ offset: [0, 0, 0]
Lets say you have a player model, who wears a hat, and the hat has a feather in it (3 models).
[Feather]
The feather would have an attach point that attaches it to the hat. (A)
The hat would have an attachment that receives the feather (B)
[Hat]
The hat would have an attach point that attaches it to the player's head. (A)
The player would have an attach point that receives the hat. (B)

All (A)'s need to be at [0, 0, 0] and then attached and re-aligned from there in the voxel editor.
