简单来说：
CoordinatorLayout 是一个超级强大的 FrameLayout。
ConstraintLayout 是一个类似于RelativeLayout 的超级强大的ViewGroup，但比RelativeLayout 更灵活。
　　在摸索新技术是发现CoordinatorLayout 与 ConstraintLayout 会有冲突关系,所以就研究了一下他们之间的不兼容,被影响的方面.其实某种程度上来说是CoordinatorLayout与其他Layout布局之间的关系.

　　首先说明一下:

　　CoordinatorLayout: Material Design 的根布局,作为协调Material下所有控件的动画联动.所以被称为协调者布局

　　ConstraintLayout: google为了将布局扁平化,减少嵌套而设计的约束布局

　　它们的关系
　　1.CoordinatorLayout必需做为根布局存在,才能使它的子view或者layout都有动画关联效果

　　2.ConstraintLayout 不可以作为跟布局嵌套 CoordinatorLayout,否则会让全部Material都没有动画效果

　　3.ConstraintLayout不可以嵌套AppBarLayout布局,一样会影响Material都没有动画效果

　　4.ConstraintLayout最好嵌套在最后一层的布局里,作为为其他控件提供确定位置的布局

资料来自：https://stackoverflow.com/questions/40929686/constraintlayout-vs-coordinator-layout
https://www.cnblogs.com/guanxinjing/p/10158562.html

CoordinatorLayout is a super-powered FrameLayout.

CoordinatorLayout

CoordinatorLayout is intended for two primary use cases:

As a top-level application decor or chrome layout
As a container for a specific interaction with one or more child views
By default, if you add multiple children to a FrameLayout, they would overlap each other. A FrameLayout should be used most often to hold a single child view. The main appeal of the CoordinatorLayout is its ability to coordinate the animations and transitions of the views within it. By specifying Behaviors for child views of a CoordinatorLayout you can provide many different interactions within a single parent and those views can also interact with one another. View classes can specify a default behavior when used as a child of a CoordinatorLayout using the CoordinatorLayout.DefaultBehavior annotation.

Behaviors may be used to implement a variety of interactions and additional layout modifications ranging from sliding drawers and panels to swipe-dismissable elements and buttons that stick to other elements as they move and animate.

ConstraintLayout is a super-powered ViewGroup similar to a RelativeLayout, but more flexible than RelativeLayout.

ConstraintLayout

ConstraintLayout allows you to create large and complex layouts with a flat view hierarchy (no nested view groups). It’s similar to RelativeLayout in that all views are laid out according to relationships between sibling views and the parent layout, but it’s more flexible than RelativeLayout and easier to use with Android Studio’s Layout Editor.

ConstraintLayout can be used anywhere, you don’t need any other ViewGroup like RelativeLayout, LinearLayout or FrameLayout once you start using ConstraintLayout.
There are currently various types of constraints that you can use:

Relative positioning
Margins
Centering positioning
Circular positioning
Visibility behavior
Dimension constraints
Chains
Virtual Helpers objects
Optimizer
What to implement: ConstraintLayout or CoordinatorLayout for proper material design in android ?
You may need to use both ConstraintLayout and CoordinatorLayout to build efficient UI and material animations.

A common example which uses both CoordinatorLayout and ConstraintLayout is given below for your reference.

Use Coordinatorlayout as the top-level application decor. It will usually used to layout AppBarLayout , FloatingActionButton, and the main body of your screen, say NestedScrollView. Inside the NestedScrollView use ConstraintLayout to describe the rest of the layout as a flat hierarchy.

<androidx.coordinatorlayout.widget.CoordinatorLayout
 xmlns:android="http://schemas.android.com/apk/res/android"
 xmlns:app="http://schemas.android.com/apk/res-auto"
 android:layout_width="match_parent"
 android:layout_height="match_parent">

      <androidx.core.widget.NestedScrollView
         android:layout_width="match_parent"
         android:layout_height="match_parent"
         app:layout_behavior="com.google.android.material.appbar.AppBarLayout$ScrollingViewBehavior">

          <!-- Your scrolling content -->
          <androidx.constraintlayout.widget.ConstraintLayout
              ...>

              <!-- body of constraint layout -->

              <Button android:id="@+id/button" ...
              app:layout_constraintLeft_toLeftOf="parent"
              app:layout_constraintRight_toRightOf="parent/>

          </androidx.constraintlayout.widget.ConstraintLayout>
     </androidx.core.widget.NestedScrollView>

     <com.google.android.material.appbar.AppBarLayout
         android:layout_height="wrap_content"
         android:layout_width="match_parent">
      <androidx.appcompat.widget.Toolbar
             ...
             app:layout_scrollFlags="scroll|enterAlways"/>
      <com.google.android.material.tabs.TabLayout
             ...
             app:layout_scrollFlags="scroll|enterAlways"/>
      </com.google.android.material.appbar.AppBarLayout>
 </androidx.coordinatorlayout.widget.CoordinatorLayout>

What do the above snippet? here you go.

We have placed the androidx.coordinatorlayout.widget.CoordinatorLayout as the root layout. And we put androidx.core.widget.NestedScrollView and com.google.android.material.appbar.AppBarLayout as direct children.
We defined app:layout_behavior="com.google.android.material.appbar.AppBarLayout$ScrollingViewBehavior" attribute for androidx.core.widget.NestedScrollView. This is the key point. We defined a behavior for the NestedScrollView. That is we are telling the Coordinator layout that the NestedScrollView depends on the AppBarLayout.

Of course, Behaviors don’t do anything on their own, but CoordinatorLayout does. It act accordingly and helps to intercept touch events, window insets, measurement, layout, and nested scrolling. So here, it places the NestedScrollView below the AppBarLayout as we instructed. Cool right?
We placed the ConstraintLayout inside the NestedScrollView to make it scrollable. As we already discussed, the ConstraintLayout is used to align child views with in the bounds of the ConstraintLayout.

Can I add ConstraintLayout inside another ConstraintLayout?

Of course yes, You can use any combination to align views as per your design requirements.

Can I add CoordinatorLayout inside another CoordinatorLayout ?

That is not a usual practice. the most common use case of CoordinatorLayout is as a the top-level application decor to coordinate between other direct children. But yes, if you really want to nest the CoordinatorLayout, you can do so by creating a custom CoordinatorLayout which extends the CoordinatorLayout and implements NestedScrollingChild to pass the scroll events to the parent CoordinatorLayout.

Bonus point
You can use the powerful MotionLayout which is a subclass of ConstraintLayout for building animations. You may check this for a detailed example for custom animation using MotionLayout.