do-notation for maybe monad by `local-eval` and `the-environment `.

do-notation-maybe-local-eval.scm

;guile 2.2.3
(use-modules (ice-9 local-eval))
(use-modules (ice-9 match))
(use-modules (srfi srfi-9))

(define-record-type Just
  (make-Just x)
  Just?
  (x Just-x))
 
 (define-record-type Nothing
  (make-Nothing)
  Nothing?)

(define (extends-env env var-name value)
  (local-eval 
   `(let ((,var-name ,value)) 
      (the-environment)) env))

(define (do env binds return)
  (match binds
    [()
     (local-eval return env)]
    [((var e) rest-binds ...)
     (match (local-eval e env) 
         [($ Nothing) (make-Nothing)]
         [($ Just x) (do (extends-env env var x) rest-binds return)])]))

(define (bigger-than-two n)
  (if (> n 2)
      (make-Just n)
      (make-Nothing)))

(display
 (do (the-environment) 
        (list '[x (bigger-than-two 4)]
              '[y (bigger-than-two 5)])
'(make-Just (+ x y))))

(display "\n")

(display
 (do (the-environment) 
        (list '[x (bigger-than-two 1)]
              '[y (bigger-than-two 5)])
'(make-Just (+ x y))))

(display "\n")

;; >> #<Just x: 9>
;; >> #<Nothing>

Also, there is an online Guile IDE, you can compile and run it.
https://rextester.com/ZIRPE83539