Nested MULTI/EXEC may replicate in different cases.

For example:
1. A module command called within a MULTI section.
2. A Lua script with replicate_commands() called within a MULTI section.
3. A module command called from a Lua script in the above context.

src/module.c

@@ -1164,6 +1164,8 @@ int RM_ReplyWithDouble(RedisModuleCtx *ctx, double d) {
  * in the context of a command execution. EXEC will be handled by the
  * RedisModuleCommandDispatcher() function. */
 void moduleReplicateMultiIfNeeded(RedisModuleCtx *ctx) {
+    /* Skip this if client explicitly wrap the command with MULTI */
+    if (ctx->client->flags & CLIENT_MULTI) return;
     /* If we already emitted MULTI return ASAP. */
     if (ctx->flags & REDISMODULE_CTX_MULTI_EMITTED) return;
     /* If this is a thread safe context, we do not want to wrap commands

src/scripting.c

@@ -358,6 +358,13 @@ int luaRedisGenericCommand(lua_State *lua, int raise_error) {
     static size_t cached_objects_len[LUA_CMD_OBJCACHE_SIZE];
     static int inuse = 0;   /* Recursive calls detection. */
 
+    /* Reflect MULTI state */
+    if (server.lua_multi_emitted || (server.lua_caller->flags & CLIENT_MULTI)) {
+        c->flags |= CLIENT_MULTI;
+    } else {
+        c->flags &= ~CLIENT_MULTI;
+    }
+
     /* By using Lua debug hooks it is possible to trigger a recursive call
      * to luaRedisGenericCommand(), which normally should never happen.
      * To make this function reentrant is futile and makes it slower, but
@@ -535,6 +542,7 @@ int luaRedisGenericCommand(lua_State *lua, int raise_error) {
      * a Lua script in the context of AOF and slaves. */
     if (server.lua_replicate_commands &&
         !server.lua_multi_emitted &&
+        !(server.lua_caller->flags & CLIENT_MULTI) &&
         server.lua_write_dirty &&
         server.lua_repl != PROPAGATE_NONE)
     {