Babushka Closet
When you come out of the closet, only to find yourself in another, slightly larger closet. The word "Babushka" is in reference to the type of wooden doll produced in Russia, which has smaller versions of itself inside.
"Oh man, I came out of the closet and told everyone I'm asexual, but now I think I might be trans too... I'm in a babushka closet"