Maybe I am! Ultimately I just want to be able to have a segment of users that have started using the site for the first time and any return visits since over a certain time frame e.g. last 30 days. So for example if John Smith started using the site on 1st June and he came back again on 14th and 15th, he should be in the list. If it means separate segments then that's fine. I just thought Adobe might have had a way to do this but seems it's not so straight forward.
For reference, this is how the non-overlapping works in my segments:
| Scenario |
Include in New Users |
Include in Repeat Users |
| Visit 1 (Net New User) Only |
Yes |
No |
| Visit 1 (Net New User) + Additional Visits in Time Frame |
No |
Yes |
| Returned to Site After More than a Month (one visit only) |
Yes |
No |
| Returned to Site After More than a Month + Additional Visits in Time Frame |
No |
Yes |
We consider anyone who hasn't been to the site in over a month, then returns as "New" within the 30-day period... however, in that same 30-day time frame, if they come back, they are treated as "Repeat".
From the sounds of it, you aren't concerned about having non-overlapping groups; and so I think you would just need something like this:

Basically, just grab all Visitors who had their First Visit in the last 30 Days...