True that method gets close to what I want but has issues of various degree to deal with.
So I highlight the clips that I want to NEST:

Then I NEST them and it results in the following:

So it nested the Video clips in the Timeline and left the Audio, which is fine. I then ENABLE Multi-clips. But now if I double-click the clip to load it into the source monitor it works, I can see both angles, BUT it has no audio when I play and or scrub through the source monitor.
So instead I find the nested clip and drag it into the timeline, NOTE that in the nest it DOES have all the audio tracks that I highlighted when making the NEST. BUT this is what it looks like in the timeline:

I cannot see the audio waveform now BUT if I enable multi-cam and then double-click and load it into the Source monitor I can see both angles and hear the audio. Yet no waveform in the timeline…? Can I turn it on somehow?