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And as I read it sometime ago while searching for Scheme implementations with native threads, Cheney on the MTA is inherently single threaded.

Not necessarily, it can be extended to support multithreading:

Cyclone is a new Scheme with native threads that uses cheney.

Only Guile does that, AFAIK. And Chicken's threads are perfectly usable in most cases. And you can always fork(2), if you really want to.

There are ways to use native threads with Chicken; it's a bit hairy, though.

Chicken 5, the upcoming partial rewrite, is worth keeping an eye on.