I think this looks good. But you may want to double check how this interacts with the gc that goes on when someone issues a ctrl+c in a pipeline. I think because this is on the stack we won't leak it and it'll be fine.

Can the  mdb_call() function be also affected due to it calls mdb_call_idcmd() in the loop? 
What if  just improve generic mdb_call_idcmd() function by adding check like this ?:
if (mdb.m_frame->f_cp && mdb.m_frame->f_cp->c_dcmd && mdb.m_frame->f_cp->c_dcmd != idcp) {

            ... // save and set new context

   }
...
... // restore context at the end ...