"p.s. You're missing a square bracket after [1 2]. I was puzzling even more before I realized that :)"

Whoops!

"Both idioms are useful, but I use the parallel one quite a bit more than the nested one. Does FOR handle both?"

Not directly---to get a parallel product, you would use something like:

    (map vector '(0 1 2 3 4 5) '(1 2))