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In this paper, we develop a nested hybridizable discontinuous Galerkin (HDG) method to numerically solve the Maxwell's equations coupled with the hydrodynamic model for the conduction-band electrons in metals. By means of a static condensation to eliminate the degrees of freedom of the approximate solution defined in the elements, the HDG method yields a linear system in terms of the degrees of freedom of the approximate trace defined on the element boundaries. Furthermore, we propose to reorder these degrees of freedom so that the linear system accommodates a second static condensation to eliminate a large portion of the degrees of freedom of the approximate trace, thereby yielding a much smaller linear system. For the particular metallic structures considered in this paper, the resulting linear system obtained by means of nested static condensations is a block tridiagonal system, which can be solved efficiently. We apply the nested HDG method to compute the second harmonic generation (SHG) on a triangular coaxial periodic nanogap structure. This nonlinear optics phenomenon features rapid field variations and extreme boundary-layer structures that span multiple length scales. Numerical results show that the ability to identify structures which exhibit resonances at $ω$ and $2ω$ is paramount to excite the second harmonic response.