Hi,
Based on my understanding, when implementing the INavigationAware interface, the OnNavigatedTo and OnNavigatedFrom methods of the corresponding view (or view model) will only be called when a navigation request is performed on the region containing the this view. Hence, as the inner views inside your "ParentView" are hosted in nested regions, theOnNavagitatedTo and OnNavigatedFrom methods of those views won't be called as the navigation request was called in the "MainContentRegion" and not in its inner regions. As far as I know using scoped regions won't change this behavior as the navigation request will still be called in different regions.
As a possible approach, I believe you could define your "SaveView" CompositePresentationEventin a shared project consumed by your different modules. This way when each inner view or view model is initialized, it could subscribe to this event like you mentioned. And then when navigating the "MainContentRegion" you could publish to this event, for example in the OnNavigatedFrom method of the "ParentView" in order to notify its subscribed inner views, allowing them to react accordingly with each event handler.
I hope you find this helpful,
Agustin Adami
http://blogs.southworks.net/aadami