In the definitions I have seen, a class is a collection of sets. By that, I cannot have a class A that contains a class B, because B is a class not a set.
But I know there are counterexamples, for example the collection of {1, 2} and {3, 4} can be described as the set {{1, 2}, {3, 4}}. Both {1, 2} and {3, 4} are classes... just not proper classes. So I can at least say there are some collections of classes which are, themselves, classes.
I'm curious if there's any examples like this involving proper classes. While I know that, in general, a collection of classes in category theory is called a conglomerate, but intuitively feels like a collection containing a finite number of classes (say, the class of groups and class of sets) doesn't seem like it should be obliged to be any larger than a class. Especially since those higher order concepts are sufficiently rare that there isn't a good name for a collection of conglomerates.
My intuition has failed me before, so I ask. Can a class ever contain a proper class as an element?