Give an example of $ K \subset H \subset G$, such that $K \triangleleft H$ and $H \triangleleft G$ but $ K \triangleleft G$ is not true.
So we're looking for a group $G$ that has a normal subgroup $H$, where $H$ has a normal subgroup $K$, such that $K$ is not a normal subgroup of $G$.
I tried with no success using $(Z_n,+)$ for various n but, but all subgroups are always going to be abelian.
I figured that using $G=S_n$ and $H=A_n$ (symmetry and alternating groups) would get me somewhere, but I couldn't work it out.
Any ideas?