I don't think you can put one Footprint inside another.

A couple of suggestions:

Have you tried using the Group/Ungroup tool to create on segment and then copying and placing it?

Create one segment as a Footprint  then place that into a PCB 7 times then save that as a PCB module.

Andy, thanks.  I'll try that later.

@billbrach,

You can create a Footprint and then from the Footprint Editor, copy it into another Footprint in another Footprint Editor tab but you cannot select a Footprint from the library and then Place it into a new Footprint Editor tab.

OK, thanks, I'll look into that.  Apparently Group/Ungroup you suggested ealier only works for a Schematic.

Andy, in thinking about this overnight, I *think* what you suggested is how I created the footprint I posted the picture of in my initial post.  The whole trick here is that each segment has to be it's own entity, and not made of seperate pads, outline, and text.  Each of those segments has to be movable/placeable as a entity.

"Create one segment as a Footprint  then place that into a PCB 7 times then save that as a PCB module."

That meets your requirements of

"...each segment has to be it's own entity, and not made of seperate pads, outline, and text.  Each of those segments has to be movable/placeable as a entity."

If you need each segment to have unique pad numbers then you can either create 7 individual footprints, one for each segment or (haven't tried this) you may be able to edit the pad numbers on a per instance basis using the "i" hotkey or the Footprint manager.

You may however encounter a problem if you are trying to call each separate segment PCB Footprint from one single 7 segment Schematic Symbol:

https://easyeda.com/forum/topic/Annotate-symbol-to-show-that-the-footprint-requires-placement-of-more-than-one-physical-component-deae7486f93d46028e05313e7874e4c3

Thanks, I could easily create 7 seperate footprints, as 7-seg displays have a standard naming nomeclature on each segment.  Again, thanks.

Or start by creating the Footprint for a single segment then copy and paste it 6 times in the same Footprint and edit the pad numbers to create a complete 7 segment display Footprint?