This is a super complex topic. There are at least three separate levels of critique possible, and all are important.
First there is the clarity of the PEP. Steven D'Aprano has given you great detailed feedback here and you should take it to heart (even if you disagree with his opinion about the specifics). I'd also recommend treating some of the "rejected alternatives" more like "open issues" (which are to be resolved during the review and feedback cycle). And you probably need some new terminology -- the abbreviation SNLB is awkward (I keep having to look it up), and I think we need a short, crisp name for the new variable type.
Then there is the issue of syntax. While `(f() as x)` is a cool idea (and we should try to recover who deserves credit for first proposing it), it's easy to overlook in the middle of an exception. It's arguably more confusing because the scoping rules you propose are so different from the existing three other uses of `as NAME` -- and it causes an ugly wart in the PEP because two of those other uses are syntactically so close that you propose to ban SNLBs there. When it comes to alternatives, I think we've brainwashed ourselves into believing that inline assignments using `=` are evil that it's hard to objectively explain why it's bad -- we're just repeating the mantra here. I wish we could do more quantitative research into how bad this actually is in languages that do have it. We should also keep an open mind about alternative solutions present in other languages. Here it would be nice if we had some qualitative research into what other languages actually do (both about syntax and about semantics, for sure).
The third issue is that of semantics. I actually see two issues here. One is whether we need a new scope (and whether it should be as weird as proposed). Steven seems to think we don't. I'm not sure that the counter-argument that we're already down that path with comprehension scopes is strong enough. The other issue is that, if we decide we *do* need (or want) statement-local scopes, the PEP must specify the exact scope of a name bound at any point in a statement. E.g. is `d[x] = (f() as x)` valid? And what should we do if a name may or may not be bound, as in `if (f(1) as x) or (f(2) as y): g(y)` -- should that be a compile-time error (since we can easily tell that y isn't always defined when `g(y)` is called) or a runtime error (as we do for unbound "classic" locals)? And there are further details, e.g. are these really not allowed to be closures? And are they single-assignment? (Or can you do e.g. `(f(1) as x) + (f(2) as x)`?)