Multiple return values I'm not very interested in. Lily has first-class tuples, and you can return a tuple which I might later add in desugaring for. But multiple return values themselves cause a lot of problems with the internals being pretty set on 0 or 1 return.

Macros are a hard no. DSLs, maybe. For the latter, I could see allowing a pluggable import handler through Lily's options. But I'm reluctant to commit to a yes or no on that at the moment, since I'd rather get over the hump of api not being fully fleshed out.