Consider this code:

class MyEx(Exception): pass

def do_raise():
        raise

try:
        raise MyEx()
except MyEx:
        try:
                do_raise()
        except MyEx:
                print("Ok")
        else:
                print("not Ok")

On MicroPython it fails with

Traceback (most recent call last):
  File "/home/mb/test.py", line 12, in <module>
  File "/home/mb/test.py", line 10, in <module>
  File "/home/mb/test.py", line 4, in do_raise
RuntimeError: No active exception to reraise

Things I noticed:
If the raise is done directly in the handler instead of do_raise, it works correctly (prints Ok).
If the exception is Exception instead of MyEx, it also works correctly.