cl-multiple-value-setq is an autoloaded Lisp macro in `cl-macs.el'.

(cl-multiple-value-setq (SYM...) FORM)

Collect multiple return values.
FORM must return a list; the first N elements of this list are stored in
each of the symbols SYM in turn. This is analogous to the Common Lisp
`multiple-value-setq' macro, using lists to simulate true multiple return
values. For compatibility, (cl-values A B C) is a synonym for (list A B C).