I found the blog post a bit hard to follow but there doesn't seem to be a need for exceptions here.
This seems more like
if (cond)
<do stuff>
if (anothr_cond)
my_else()
else
<do more stuff>
end
else
my_else()
end
but with syntax sugar so that the nested ifs are tucked away (and perhaps with my_else() scoped to the parent if).