As you mention, you can only have one active lesson at a time. However, after you end a lesson, students can still see it, open it and complete the activities by going into their Study history tab on their app.
Just start a lessons, send all the activities you wish your students to complete, end it, and repeat. By doing this, you will be able to have several lessons with multiple classes going on at the same time.
I hope this helps, and let me know if you need anything else.
The EF Class Team