We've not had any trouble and we have a very nested structure:

project/main_app/sub_apps/

project has manage.py, main_app has main urls.py, etc.

sub_apps have models/views/urls, etc.

We also have:

project/main_app/utils/other_apps/ with no issues (and utils and other_apps 
both have models, even though utils/models.py may not have been the best 
decision).

Also note that many third party apps do stuff like this too (django-allauth 
is one that comes to mind).

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