Before you go say that RAID 1 mirrors one drive and cannot mirror twice,
that is not what I mean.
Actually it can, though then it is often called RAID 1E.
I have a WD Black 2 TB HDD and 2 WD Blue 1 TB HDD. The WD Black is to be the main drive, and I need data redundancy. Is it possible to use the two blues coupled together as RAID drives and the black as the main drive?
You can do this in several ways:
Stripe (RAID 0) the two 1 TB WD blues to a 2 TB volume.
RAID 1 (mirror) a volume on the 2 TB WD black and a volume on the striped blues.
Create two partitions of 1 TB on the black. Create two mirrors.
Black partition 1 with blue 1
Black partition 2 with WD blue 2.
Or use a smart filesystem such as ZFS. (I am not sure how stable that is on Windows though.)
I am not sure you can do this in many hardware RAID controllers, and I doubt that BIOS supported software RAID (AKA fake RAID) will support it either.
But you can happily do it with mdadm (Linux software RAID), and I suspect that Windows will offer the same functionality. (No OS was specified in the question, so I am keeping this rather generic.)