import tkinter as tk
root = tk.Tk()

def bad(): print(a, 'bad')
def good(): print('good')

root.after(1000, bad)
root.after(1500, good)
root.mainloop()

# Correctly gives this traceback and output:

Exception in Tkinter callback
Traceback (most recent call last):
  File "C:\Programs\Python37\lib\tkinter\__init__.py", line 1699, in __call__
    return self.func(*args)
  File "C:\Programs\Python37\lib\tkinter\__init__.py", line 745, in callit
    func(*args)
  File "F:\Python\a\tem2.py", line 13, in bad
    def bad(): print(a, 'bad')
NameError: name 'a' is not defined
good
>>> 

====================================

Remove or comment-out the blocking 'root.mainloop()' call and run the result from an IDLE editor. The callbacks are still called because after user code is run, run.py calls tcl.update in a loop nominally 20 x per second. This allows developers to interact with a 'live' gui by entering statements in the shell at '>>>' prompts. The result is this.
-------------

>>> Exception in Tkinter callback
Traceback (most recent call last):
  File "C:\Programs\Python37\lib\idlelib\run.py", line 137, in main
    seq, request = rpc.request_queue.get(block=True, timeout=0.05)
  File "C:\Programs\Python37\lib\queue.py", line 169, in get
    raise Empty
queue.Empty

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
<The NameError traceback and message, as before.>

The relevant code in run.py was written before callback chaining.

        try:
            seq, request = rpc.request_queue.get(block=True, timeout=0.05)
        except queue.Empty:
            handle_tk_events()
            continue

Experiments with normal exceptions in a shell suggest that wrapping handle_tk_events in try:except and re-raising any exception 'from None' should work.
try:
handle_tk_events()
except BaseException as e:
raise e from None

However, it appears that callback errors resulting from handle_tk_events() are not being caught here. (print('message') and 1/0 before 'raise' have no visible effect.) I will investigate more later.

try:
seq, request = rpc.request_queue.get(block=True, timeout=0.05)
except queue.Empty:
request = None
if request is None:
handle_tk_events()
continue

Thanks. I am still puzzled why the nested within nested try-except did not work as I expected, but I care more about fixing this. The result based on your suggestion is better (to read, I think) than extra nesting that did work.

New changeset 1e2fcac by Terry Jan Reedy in branch 'master':
bpo-32207: Improve tk event exception tracebacks in IDLE. (bpo-4703)
1e2fcac

New changeset 9da33c8 by Terry Jan Reedy (Miss Islington (bot)) in branch '3.6':
bpo-32207: Improve tk event exception tracebacks in IDLE. (GH-4703) (bpo-4705)
9da33c8