I would love to be able to adjust the opacity of individual nested symbols without having to create a second symbol variant.
Hey @Mads welcome to the forum 
I can think of 2 ways to do this.
When you select your symbol you should be able to override the colors of any nested symbol (as long as it’s set to be overridable in the nested symbol setup) and therefore you can change the opacity of the fill and/or the border of the nested symbol.
It’s not the same as changing the opacity of the entire symbol but it can solve your need.
The other way is using layer styles.
You can create a layer style for each opacity level that you need and apply the default one to the nested symbol. Then you can just override the layer style and apply the other layer style that you created to that nested nested symbol in the instance that you need. I attached a screenshot so you see the options that I mean.
