How can I make REJECT cascade across start condition boundaries?

You can do this as follows. Suppose you have a start condition ‘A’, and after exhausting all of the possible matches in ‘<A>’, you want to try matches in ‘<INITIAL>’. Then you could use the following:

     %x A
     %%
     <A>rule_that_is_long    ...; REJECT;
     <A>rule                 ...; REJECT; /* shorter rule */
     <A>etc.
     ...
     <A>.|\n  {
     /* Shortest and last rule in <A>, so
     * cascaded REJECTs will eventually
     * wind up matching this rule.  We want
     * to now switch to the initial state
     * and try matching from there instead.
     */
     yyless(0);    /* put back matched text */
     BEGIN(INITIAL);
     }