[zeveb]

Depending on how the HTTP library works, one might be able to return an error to the user, but preserve all the other call state in an open thread, and later on join it from an interactive debugger … perhaps even a Lisp debugger running in a Web browser!

[phoe-krk]

That's doable. Common Lisp has a programmable debugger hook which allows for implementing one's own debugger - also, possibly, as a web application. And for situations where the standard debugger hook is not enough (e.g. BREAK or INVOKE-DEBUGGER), one can use https://github.com/phoe/trivial-custom-debugger to completely override the system debugger with a custom one.