In many reasonable six-functor formalisms, open and closed immersions satisfy the so-called recollement conditions. (This holds in all the "constructible" formalisms. For example, in the analytic setting, in the Γ©tale setting, for D-modules, etc.) Let me precise what I mean by that.
(Recollement) Let $i\colon Z\hookrightarrow X$ be a closed immersion and $j\colon U\hookrightarrow X$ be its complementary open immersion. Recall that $i$ is proper (and so $i_!\cong i_*$) and $j$ is Γ©tale (and so $j^!\cong j^*$). We have that:
- $i^!j_*=0$ (so, by adjunction, $i^*j_!=0$ and $j^*i_*=0$);
- the adjunction maps $i_! i^! M \to M \to j_* j^* M$ and $j_! j^! M\to M^\bullet\to i_* i^* M$ give rise to distinguished triangles;
- the adjunction maps $i^*i_*\to\operatorname{id}\to i^!i_!$ and $j^*j_*\to\operatorname{id}\to j^!j_!$ are all isomorphisms.
Now, I would hope that this (along with the usual machinery, such as proper / smooth base change, the projection formula, etc...) implies a Mayer-Vietoris-style result. Precisely, if $U_1,U_2$ are open subsets of $X$, I hope to have a distinguished triangle $$j_{U_1\cap U_2,!}j_{U_1\cap U_2}^*M\to j_{U_1,!}j_{U_1}^* M\oplus j_{U_2,!}j_{U_2}^* M \to j_{U_1\cup U_2,!}j_{U_1\cup U_2}^*M,$$ where all the $j$'s are the natural inclusions of the open sets into $X$.
Idea of proof: consider the following diagram, in which every morphism is an open immersion and in which the large square is both cartesian and cocartesian.
By proper base change and the commutativity of the diagram above, it suffices to construct a distinguished triangle
$$ b_!b^*c_! c^*N\to b_! b^* N\oplus c_! c^* N\to N. $$
(Put $N=j_{U_1\cup U_2}^* M$ and apply $j_{U_1\cup U_2,!}$ in the triangle above.) Since $b$ and $c$ are open immersions, we have that $b^*\cong b^!$ and $c^*\cong c^!$. In particular, we have adjunction maps
$$ \varphi:b_!b^*\to \operatorname{id}\qquad\text{and} \qquad \psi:c_!c^*\to \operatorname{id}. $$
We define the map $b_!b^*c_! c^*N\to b_! b^* N\oplus c_! c^* N$ to be $\begin{pmatrix}b_!b^*\psi_{N}\\ \varphi_{c_!c^+N^\bullet}\end{pmatrix}$ and the map $b_! b^* N\oplus c_! c^* N\to N$ to be $(\varphi_{N},-\psi_{N})$.
Now, does this give rise to the desired distinguished triangle? If so, how?