As far as I know, there isn't a pure Perl way of returning from *two* stack frames - that is, bypassing the wishes of your calling code. However, you may be able to write something like (untested):

my $start_with = another_value() or do {
    @_ = ("Could not get another value");
    goto &wreturn;
};
sub wreturn {warn @_}
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But I don't think that really solves the issues you have.