never raise or return on finally blocks (in Python also continue will break things)

bug.py

from twisted.internet import defer, reactor, threads


@defer.inlineCallbacks
def problem():
    1 / 0
    yield 1


@defer.inlineCallbacks
def nice_bug():
    try:
        yield problem()
    except Exception as e:
        raise e
    finally:
        print("where is my expection? hahah")
        defer.returnValue(None)


@defer.inlineCallbacks
def main():
    yield nice_bug()
    reactor.stop()


if __name__ == "__main__":
    reactor.callLater(0, main)
    reactor.run()