(defun try-request-from-multiple-urls (&rest urls)
(loop
(with-simple-restart (try-next "Try next URL")
(handler-case
(let ((url (first urls)))
(format t "requesting ~A~%" url)
(return (drakma:http-request url)))
(usocket:timeout-error ()
(setf urls (rest urls))
(unless urls
(format t "no more urls, returning~%")
(return))
(format t "timeout, trying next url~%")
(invoke-restart 'try-next))))))
Tune as desired. If you want to have the last timeout error percolate to the caller, you'll want handler-bind instead.