Are you sure you checked out the nestedurls branch? You need to explicitly add remote tracking, pull the remote branch then check it out after you clone the actual repository.
I downloaded the zipped files from the Git repositories, and replaced my CMS, JSParty and Sapphire folders. I take it that was not the right thing to do?
I'll go and do a little research about what you just wrote, as my brain just went *pop* when I read that :)