I'd superimpose \Subset
to \subseteq
.
\documentclass{article}
\usepackage{amsmath,amssymb}
\makeatletter
\newcommand{\Subseteq}{\mathrel{\mathpalette\SubSupseteq@{\Subset\subseteq}}}
\newcommand{\Supseteq}{\mathrel{\mathpalette\SubSupseteq@{\Supset\supseteq}}}
\newcommand{\SubSupseteq@}[2]{\SubSupseteq@@#1#2}
\newcommand{\SubSupseteq@@}[3]{%
\vcenter{%
\sbox\z@{$#1#3$}%
\sbox\tw@{$#1#2$}%
\hbox{\ooalign{\raisebox{\dimexpr\ht\z@-\ht\tw@}{$\m@th#1#2$}\cr$\m@th#1#3$\cr}}%
}%
}
\makeatother
\begin{document}
$A\subseteq B \Subseteq C$
$A\supseteq B \Supseteq C$
$\scriptstyle A\subseteq B \Subseteq C$
$\scriptstyle A\supseteq B \Supseteq C$
$\scriptscriptstyle A\subseteq B \Subseteq C$
$\scriptscriptstyle A\supseteq B \Supseteq C$
\end{document}
