Programmatically create field collection within field collection

So it turned out that the solution was very simple:

1) Create the base node (Map) and save it using node_save() -> $map_node

2) Create the first field collection (Area)

<?php
$area_field_collection_item = entity_create('field_collection_item', array(
      'field_name'        => 'field_area',
      'field_coordinates' => array(LANGUAGE_NONE => array(array('value' =>1))),
));
$area_field_collection_item->setHostEntity('node', $map_node);
$area_field_collection_item->save();    
?>

The Area fc. contains another fc. called Layers, but for now, we can ignore that. Add the required values, set the HostEntity, which is the $map_node and save the fc.

3) Create the second field collection (Layers)

<?php
$layer_field_collection_item = entity_create('field_collection_item', array(
      'field_name'           => 'field_layers',
      'field_layer_id'       => array(LANGUAGE_NONE => array(array('value' =>1))),
      [ADD ANY OTHER FIELDS YOU HAVE ON LAYER],        
));
$layer_field_collection_item->setHostEntity('field_collection_item', $area_field_collection_item);
$layer_field_collection_item->save();  
?>

This is pretty much the same as the previous code, but the HostEntity is pointing to the Area fc. and the HostEntity type is "field_collection_item"

Once everything is saved, you are good to go. Good luck.