I have had success with the following approach that works for the gallery:
1) Put all of your workflows in the same directory. So if Workflow 1 kicks off workflow 2 which kicks off workflow 3, save them all to the same folder.
2) Have Workflow 1 output relative files for use in workflow 2. For example, workflow 1 can output to file1.yxdb which workflow2 will then use. Since no folder is specified, it will save in the same directory as the workflow.
3) In the interface designer settings, type in the filename of your second step. Again, no folder means it's a relative path.
4) In your second workflow, have any input/interface tools that are getting data from your first workflow use a relative reference just like step 2. You just want the filename.
5) When you save workflow 1 to the gallery, be sure to check the box in the workflow options >>> manage workflow assets for your successive workflows. I don't think it should matter whether you check the box for your relative outputs.
This works because when alteryx runs the workflow in the gallery, it will spin up each instance in a separate temp folder. So there is no chance of concurrent users tripping up over each other. And all of your steps are run from the same temp folder, so they can all read/write to the folder.
Hope that helps!