We need to show how to use exceptions. SRFI 34 and R6RS may be useful sources.
Here's a possible candidate:
should return (a b c d a b).
The important parts here are the dynamic extent in which the cond
clauses are evaluated, and the dynamic extent of the implicit raise that
occurs if none of the clauses fire. The extent/continuation of the cond
evaluation is that of the whole guard, whereas the re-raise is that of
the original raise.
This means that the first raise will trigger the a and b setters, and
then the c and d setters will trigger. At this point, since the result
is #f, the implementation should re-raise the object from the original
calling extent, thus triggering a and b setters again, before finally
returning without re-entering again.