Here is a hopefully complete patch using the same approach as before.

However I'm now convinced that another approach would be better in order
to solve both this bug and the various re-raising issues. It would
involve replacing most of the set_exc_info() / reset_exc_info()
mechanism in ceval.c with something different, probably based on
saving/restoring exception state values onto/from the frame stack.
Problem is, I'm not sure I'll have time for it very soon.