jmc

First, we find $p(1,-1)$. Since it falls into the otherwise category, $p(1,-1)=3\cdot 1-1=2$.

Next, we find $p(-5,-2)$. Since both numbers are negative, it follows that $p(-5,-2)=-5-2(-2)=-1$.

Thus, $p(p(1,-1),p(-5,-2))=p(2,-1)$. This again falls into the otherwise category, and we find that $p(2,-1)=3\cdot 2-1=\boxed{5}$.