qemu KVM kernel module no such file or directory

Try with sudo modprobe kvm-intel.

In order to have the module automatically loaded at the startup of the virtual machine, do the following:

1. Edit the corresponding file from the shell with sudo vim /etc/modules.conf
2. Possibly enter your username password.
3. Press the key G to go to the end of the document and then o to begin inserting.
4. Write kvm-intel and press Enter, producing a new line.
5. Press Esc to return to the Normal mode of vim. "--INSERT--" will disappear from the bottom.
6. Save the file and exit vim by writing :wq.

You are done. Try to reboot and load the nested virtual machine.