Creating two level tabs page layout in APEX is still a problem. I just had an application where I created a parent tab set and then a standard tab. Opeining the application would show the parent tab set and after choosing it the whole parent tab set would dissappear from the screen, showing only the newly created standard tab set. If this happens to you, you will need to do one more thing to get it working:
1. edit your standard tab,
2. go to "Parent Tab Set" section and
3. choose the parent tab set (probably you will have only one there)
4. save the changes