I tried this on my local machine, and after that uploaded to linux host, and it worked like a charm 
I’m a Yii noob, and my approach can be completely wrong, so would you be kind and try to explain me why this won’t work? Is there any consequences that I’m not aware off?
I uploaded this experiment here: http://devel.2klika.net/play/tools/subtools/mytool
this is code for SubtoolsController.php :
<?php
class SubtoolsController extends CController {
public function actionMyTool() {
$this->render('mytools');
}
}
Output of this view is generated through this code in protected/views/tools/subtools/mytools.php
<?php $this->pageTitle = 'MyTools'; ?>
View file: <?php echo __FILE__; ?><br />
Controller file: <?php echo Yii::app()->controllerPath.DIRECTORY_SEPARATOR.$this->uniqueId.'.php'; ?><br />
And this is urlManager part in config/main.php
// uncomment the following to enable URLs in path-format
'urlManager'=>array(
'urlFormat'=>'path',
'showScriptName'=>false,
'caseSensitive'=>false,
/*
'rules'=>array(
'<controller:\w+>/<id:\d+>'=>'<controller>/view',
'<controller:\w+>/<action:\w+>/<id:\d+>'=>'<controller>/<action>',
'<controller:\w+>/<action:\w+>'=>'<controller>/<action>',
),
*/
),
I also have .htaccess file in root of my application with Rewrite rules inside
Options +FollowSymLinks
IndexIgnore */*
RewriteEngine on
# if a directory or a file exists, use it directly
RewriteCond %{REQUEST_FILENAME} !-f
RewriteCond %{REQUEST_FILENAME} !-d
# otherwise forward it to index.php
RewriteRule . index.php
This is standard setup for path enabled urls.
Attached image displays both paths of my controller and view file (this is on my local windows based machine, not linux where I uploaded this experiment):

Have a nice day.
P.S.
I almost forgot this (directory structure as outputed by tree command on windows, irrelevant stuff stripped out):
+---controllers
| | SiteController.php
| |
| \---tools
| SubtoolsController.php
|
\---views
|
\---tools
\---subtools
mytools.php