Well you can only re roll once, but I figured I'll ask this any way.
In some circumstances I found this can happen a bit more often than I realized.
1. Let's say you playing an Ethereal and rolling for a Warlord Trait
You roll 3d6 in your assault movement, which you have to re roll
On your re roll you get deepstrike without scatter and it says you need to re roll
At this point do you keep the unkeepable trait or you keep re rolling till you are told not to re roll any more
2. Another situation this came up in is psychic powers. For example you are a master 3 psyker.
You roll on Biomancy first.
The first power you get is Endurance. You roll again and get Endurance so you roll agan and get Endrance, do you take smite now, or do you keep rolling till you do not roll Endurance. When you roll for your 3rd power let's say you get Endurance and you can't get smite due to you alreay have smite. Do you keep rolling till you get a differant power. Will you have two endurance powers and on smite, or you simply only have one power now.
This has actually happened to me twice so far.