Collinear double-pulse seeding of the High-Gain Harmonic Generation (HGHG) process in a free-electron laser (FEL) is a promising approach to facilitate various coherent nonlinear spectroscopy schemes in the extreme ultraviolet (XUV) spectral range. However, in collinear arrangements using a single nonlinear medium, temporally overlapping seed pulses may introduce nonlinear mixing signals that compromise the experiment at short time delays. Here, we investigate these effects in detail by extending the analysis described in a recent publication (Wituschek et al., Nat. Commun., 11, 883, 2020). High-order fringe-resolved autocorrelation and wave packet interferometry experiments at photon energies > 23 eV are performed, accompanied by numerical simulations. It turns out that both the autocorrelation and the wave-packet interferometry data are very sensitive to saturation effects and can thus be used to characterize saturation in the HGHG process. Our results further imply that time-resolved spectroscopy experiments are feasible even for time delays smaller than the seed pulse duration.