My code:

    let s:init_outcome = 0
    let init_lines = [
          \ 'import vim',
          \ 'vim.command(''echom "hey: init_lines after vim import"'')',
          \ 'vim.command(''let s:init_outcome = 1'')',
          \ 'try:',
          \ ' vim.command(''echom "hey: init_lines before jedi_vim import"'')',
          \ ' import jedi_vim',
          \ 'except Exception as exc:',
          \ ' try:',
          \ '    vim.command(''echom "hey: inside exception block"'')',
          \ '    vim.command(''let s:init_outcome = "could not import jedi_vim: {-1}: {1}"''.format(exc.__class__.__name__, exc))',
          \ ' except Exception as exx:',
          \ '  vim.command('' echom "BAD"'')',
          \ 'else:',
          \ '    vim.command(''let s:init_outcome = 1'')',
          \ '    vim.command(''echom "hey: init_lines in else block"'')',
          \ 'finally:',
          \ '    vim.command('' echom "hey: in finally block"'')',
          \ '    vim.command(''let s:init_outcome = 0'')',
          \ ]
    try
echom "hey: inside try block: " . ''.escape(join(init_lines, '\n'), "'").''
echom "hey: inside try block just before py3 call"
        exe 'PythonJedi exec('''.escape(join(init_lines, '\n'), "'").''')'
echom "hey: just after py3 call"
    catch
 let T = printf('hey10: jedi#setup_py_version: failed to run Python for initialization: %s.', s:init_outcome)
 echom(T)
        throw printf('hey11: jedi#setup_py_version: failed to run Python for initialization: %s.', s:init_outcome)
"v:exception)
    endtry
    if s:init_outcome is 0
echom("hey: outcome is 0")
        throw 'hey12 jedi#setup_py_version: failed to run Python for initialization.'
    elseif s:init_outcome isnot 1
echom("hey: outcome isnot 1")
        throw printf('hey13 jedi#setup_py_version: %s.', s:init_outcome)
    endif
    return 1
endfunction

Output of :messages:


Messages maintainer: Bram Moolenaar <[email protected]>
"~/.vim/autoload/pathogen.vim" 347L, 12140C
"autoload/jedi.vim" 665L, 21840C
"/usr/share/vim/vim80/doc/editing.txt" [RO] 1744L, 73002C
"ftplugin/python/jedi.vim" 52L, 1925C
"~/t.py" 28L, 986C
Entering file autoload/jedi.vim
Entering function autoload/jedi.vim/jedi#init_python()
Entering function autoload/jedi.vim/init_python()
Entering function autoload/jedi.vim/jedi#setup_py_version()
hey: inside try block: import vim\nvim.command(\'echom "hey: init_lines after vim import"\')\nvim.command(\'let s:init_outcome = 1\')\ntry:\n vim.command(\'echom "hey: init_lines before jedi_vim import"\')\n import jedi_vim\nexcept Exception as exc:\n try:\n    vim.command(\'echom "hey: inside exception block"\')\n    vim.command(\'let s:init_outcome = "could not import jedi_vim: {-1}: {1}"\'.format(exc.__class__.__name__, exc))\n except Exception as exx:\n  vim.command(\' echom "BAD"\')\nelse:\n    vim.command(\'let s:init_outcome = 1\')\n    vim.command(\'echom "hey: init_lines in else block"\')\nfinally:\n    vim.command(\' echom "hey: in finally block"\')\n    vim.command(\'let s:init_outcome = 0\')
hey: inside try block just before py3 call
hey: init_lines after vim import
hey: init_lines before jedi_vim import
hey: in finally block
hey10: jedi#setup_py_version: failed to run Python for initialization: 0.
Error detected while processing function jedi#init_python:
line    8:
Error: jedi-vim failed to initialize Python: hey11: jedi#setup_py_version: failed to run Python for initialization: 0. (in function jedi#init_python[4]..<SNR>77_init_python[51]..jedi#setup_py_version, line 43)
Entering function autoload/jedi.vim/jedi#init_python()
Entering file ftplugin/python/jedi.vim
Entering function autoload/jedi.vim/jedi#init_python()
Entering function autoload/jedi.vim/jedi#init_python()
"~/.vim/config/vimrc_default" 46L, 1131C
Entering file autoload/jedi.vim
Entering function autoload/jedi.vim/jedi#init_python()
Entering function autoload/jedi.vim/init_python()
Entering function autoload/jedi.vim/jedi#setup_py_version()
hey: inside try block: import vim\nvim.command(\'echom "hey: init_lines after vim import"\')\nvim.command(\'let s:init_outcome = 1\')\ntry:\n vim.command(\'echom "hey: init_lines before jedi_vim import"\')\n import jedi_vim\nexcept Exception as exc:\n try:\n    vim.command(\'echom "hey: inside exception block"\')\n    vim.command(\'let s:init_outcome = "could not import jedi_vim: {-1}: {1}"\'.format(exc.__class__.__name__, exc))\n except Exception as exx:\n  vim.command(\' echom "BAD"\')\nelse:\n    vim.command(\'let s:init_outcome = 1\')\n    vim.command(\'echom "hey: init_lines in else block"\')\nfinally:\n    vim.command(\' echom "hey: in finally block"\')\n    vim.command(\'let s:init_outcome = 0\')
hey: inside try block just before py3 call
hey: init_lines after vim import
hey: init_lines before jedi_vim import
hey: init_lines in else block
hey: in finally block
hey: just after py3 call
hey: outcome is 0
Error detected while processing function jedi#init_python:
line    8:
Error: jedi-vim failed to initialize Python: hey12 jedi#setup_py_version: failed to run Python for initialization. (in function jedi#init_python[4]..<SNR>77_init_python[51]..jedi#setup_py_version, line 48)

Entering file autoload/jedi.vim
Entering function autoload/jedi.vim/jedi#init_python()
Entering function autoload/jedi.vim/init_python()
Entering function autoload/jedi.vim/jedi#setup_py_version()
hey: inside try block: import vim\nvim.command(\'echom "hey: init_lines after vim import"\')\nvim.command(\'let s:init_outcome = 1\')\ntry:\n vim.command(\'echom "hey: init_lines before jedi_vim import"\')\n import jedi_vim\nexcept Exception as exc:\n try:\n    vim.command(\'echom "hey: inside exception block"\')\n    vim.command(\'let s:init_outcome = "could not import jedi_vim: {-1}: {1}"\'.format(exc.__class__.__name__, exc))\n except Exception as exx:\n  vim.command(\' echom "BAD"\')\nelse:\n    vim.command(\'let s:init_outcome = 1\')\n    vim.command(\'echom "hey: init_lines in else block"\')\nfinally:\n    vim.command(\' echom "hey: in finally block"\')\n    vim.command(\'let s:init_outcome = 0\')
hey: inside try block just before py3 call
hey: init_lines after vim import
hey: init_lines before jedi_vim import
hey: init_lines in else block
hey: in finally block
hey: just after py3 call
hey: outcome is 0
Error detected while processing function jedi#init_python:
line    8:
Error: jedi-vim failed to initialize Python: hey12 jedi#setup_py_version: failed to run Python for initialization. (in function jedi#init_python[4]..<SNR>77_init_python[51]..jedi#setup_py_version, line 48)

41 lines yanked into "+