I'm not sure what you think idiom means (Hello, my name is Inigo Montoya), but you never need one to do anything in code. In human language they capture some context and their meaning must be understood by rote or in terms of that context, but in code they are entirely explicit and work just as well before and after becoming idiomatic—which is solely a form of classification that people use and computers don't.
Normal exceptions, the kind that unroll the stack (and not deep magic like call/cc) are only "out of band" as an optimization. There is no behavioral difference between "save the last place you decided to handle errors, and jump there directly unrolling the stack at once" versus "unroll the stack by a series of buck-passing in band error returns, until you get to the last place you decided to handle errors". A compiler could implement exceptions by silently transforming them into Go form. And a Go compiler could silently transform buck-passing into traditional exceptions.
Who cares about compiler transformations? The issue is the semantic difference between return codes and exceptions. Nobody is asking for exceptions because they can't or don't know how to get to the correct scope to handle their errors, they're asking for them because they don't want to write all the boilerplate necessary to do so.
And yes, you can transform exceptions to chained returns. That would be a lot of work for terrible performance. You can't do the other transformation though. It would require being able to statically analyze the code path to determine where the errors are eventually handled, which is impossible in the general case.