Adding a smaller coupled loop will have a marginal result. The smaller, coupled loop seen on some small loop designs is there to provide impedance matching. If you wish to improve the gain of your loop antenna, consider adding a second turn to the main loop.
Adding an additional turn to a small loop antenna will improve its gain. But the increase in gain to due to increased radiation efficiency, not increased directivity. Recall that gain is directivity times radiation efficiency.
The radiation resistance of a small loop antenna is normally very low and is the largest factor in its inefficiency. The radiation resistance of a small loop goes up by the number of turns squared. So by going from one turn to two turns, you have multiplied the radiation resistance by four. That is very helpful in improving its efficiency.
But there is a downside as well. Each turn has a loss based on its RF resistance. But this loss goes up linearly with the number of turns. So doubling the number of turns doubles the resistive, dissipative loss.
Since in a typical small loop antenna the loss resistance is much greater than the radiation resistance then the radiation efficiency (power radiated vs power applied) improvement approaches the number of turns. So a second, properly spaced turn has the potential to double the radiation efficiency and thus the gain of a small loop. As the number of turns are increased, the succesive gain in radiation efficiency starts to decline so this approximation should not be extended for additional turns.
Keep in mind, however, that the maximum directivity of a small loop is ~1.5. So if the loop has an ideal radiation efficiency of 1 (zero losses), the maximum possible gain is 1.76 dBi regardless of the number of turns.