  Dark matter clusters on all scales, therefore it is expected that even
substructure should host its own substructure. Using the Extragalactic Distance
Database, we searched for dwarf galaxy satellites of dwarf galaxies, i.e.
satellite-of-satellite galaxies, corresponding to these
substructures-of-substructure. Going through HST data of 117 dwarf galaxies, we
report the discovery of a dwarf galaxy around the ultra-diffuse M96 companion
M96-DF6 at 10 Mpc. Modelling its structural parameters, we find that it is an
ultra-faint dwarf galaxy which is 135 times fainter than its host. Based on its
close projection to M96-DF6 it is unlikely that their association occurs by
chance. We compare the luminosity ratio of this and three other known
satellite-of-satellite systems with results from two different cosmological
sets of CDM simulations. For the observed stellar mass range of the central
dwarf galaxies, the simulated dwarfs have a higher luminosity ratio between the
central dwarf and its first satellite ($\approx$10'000) than observed
($\approx$100), excluding the LMC system. No simulated dwarf analog at these
observed stellar masses has the observed luminosity ratio. This cannot be due
to missing resolution, because it is the brightest subhalos that are missing.
This may indicate that there is a satellite-of-satellite (SoS) problem for CDM
in the stellar mass range between 10$^6$ and 10$^8$ M$_\odot$ - the regime of
the classical dwarf galaxies. However, simulated dwarf models at both a lower
($<10^6$ M$_\odot$) and higher ($>10^8$ M$_\odot$) stellar mass have comparable
luminosity ratios. For the higher stellar mass systems, the LMC system is
reproduced by simulations, for the lower stellar masses, no observed SoS system
has been observed to date. More observations and simulations of SoS systems are
needed to assess whether the luminosity ratio is at odds with CDM.
