<rmcreative>

// верхняя транзакция
$transaction1 = $connection->beginTransaction();
try {
    $connection->createCommand($sql1)->execute();
 
    // внутренняя транзакция
    $transaction2 = $connection->beginTransaction();
    try {
        $connection->createCommand($sql2)->execute();
        $transaction2->commit();
    } catch (Exception $e) {
        $transaction2->rollBack();
    }
 
    $transaction1->commit();
} catch (Exception $e) {
    $transaction1->rollBack();
}