If they're all shorted together at either end, then at worst, a standing wave mode would be present between the two shields. Say with triax cable.
Screened and shielded stuff, you can safely assume the layers are shorted together throughout the build, all behaving as one conductor. And yep, that keeps the currents separate, CM on the outside, DM on the inside, separated by skin effect.
Indeed, a tight braid, and foil layers, and more of both in the case of some types, improve the conductivity of the shield and thus make the skin depth shallower, while also increasing the shield thickness, increasing isolation between modes.
Tim