have some episodes shown ships enclosed in other ships warp bubbles or is that just shields I'm thinking of?
We see two bubbles merging in the ENT episode. And of course any starship traveling at warp and carrying shuttlecraft is encasing other warp-capable units within her warp bubble - although there aren't many completely confirmed cases of the encased craft running their warp engines.
Basically, we do have one, though. An alien ship flies into the close proximity and ultimately into the shuttlebay of the Enterprise
in TAS "Albatross", at a time when the hero ship is underway at warp six or better. This is achieved without any sort of cooperation between the two ships (save for our heroes deliberately looking the other way when the alien makes his "stealthy" entrance).
In comparison, episodes like VOY "Basics" show point-blank-range warp battles that indicate it's either trivially easy to merge warp bubbles with hostile ships, or trivially easy to drive one's own warp bubble through that of a hostile ship - or, most probably, that a warp bubble is virtually skintight.
Not good enough to detect the carnage at Vulcan but good enough to pull out of warp right next to a planet or to avoid colliding with large Kuiper Belt objects?
Well, it should suffice for the carnage to have taken place where we saw it take place - at very low orbit over Vulcan. The horizon would then take care of shielding Nero from the approaching fleet, and later the debris field from Pike's approaching ship. Certainly it would be Nero's decision where to face the fleet: he deploys his drill only well after the fleet leaves Earth, and could easily calculate a position that gives him optimal protection by the horizon.
It's not a proper datapoint on sensor performance, then. Especially when Nero's noisy drill makes sensing difficult in the first place.