When you say modal over modal, I'm assuming you're referring more to an alert box confirmation over the modal. As with my comment, I'm using the Twitter modal for viewing user profiles as an example because without any other info from your work, this is the most relevant case I can think of.
To answer your question, the modal seems like a reasonable application and has benefits over taking the user to a new page - the most essential keeping the users context. Modals are great for creating an area for self-contained tasks that focus a users attention. So, if these are your goals, a new page doesn't make sense. So, using a replacement modal for the confirmation/warning is a viable route.
With Twitter for example, users in the feed might spark your interest and you'd like to know a bit more relevant info without losing context of where you're at/what you're doing. It also doesn't require the user to fully commit, which would result in a completely new page.
Another suggestion is to use the undo pattern instead of a warning/confirmation. An example being gmail's undo prompt that appears after deleting mail. This saves a step from the user that acts with intention and saves other users from habitual clicks without reading or mishaps. This would be done within the original modal.