You are in for luck! The answer is ‘YES‘.
No matter how much location level of your ZIP files are within a parent ZIP file (e.g., C.zip located under B.zip, which in turn is located under the parent A.zip), File to PDF app will automatically take into account all the files stored in its inner ZIP files (if any) when producing PDF documents from the main ZIP file.
For more information, refer to the product page at https://www.assistmyteam.com/pdf-converter-for-windows/