Components cannot safely own (or be the Outer for) other Components, Compoents can only be owned by Actors. A lot of things will break if you don’t adhere to that rule. It definitely won’t work creating them in a constructor. You also won’t see them in the details panel, despite marking them with Edit/Visible Anywhere.
At best, you can override your “container” components’ OnRegister() function and and create additional components using it’s owning Actor as the outer through NewObject<>();