As of WordPress 3.4 you can put your page templates in whatever direct subdirectory you need, it doesn’t sound like you can put them into sub-sub directories but I haven’t tested this.
I suggest storing templates into /page-templates/
folder as WordPress seems to recognize it. From WordPress Page Templates Entry:
WordPress recognizes the subfolder
page-templates
. Therefore, it’s a good idea to store your global page templates in this folder to help keep them organized.