I think it's not true. I disprove it by assuming $f(n) = 1$, $g(n) = 2$.
so $$\lim \frac{\log\left(f(n)\right)}{\log\Big(g\big(g(n)\big)\Big)} = 0$$
but $$\lim \frac{f(n)}{g(n)} = 0.5$$
which disprove it, nevertheless, I am not sure if $\log(1) =O(0)$ have any meaning.
thanks