I think you can combine the information from @-, @+ and $^N to get most of the way there:

  sub last_closed {
    my $last = $+[0];
    my $len = length $^N;
    for (1 .. $#+) {
      return $_ if defined($+[$_])
        && $+[$_] == $last
        && $+[$_] == $len + $-[$_];
    }
    return undef;
  }

  "ad" =~ m{
    (
       (a) (?{ print last_closed() })
       (b)? (?{ print last_closed() })
       (c?) (?{ print last_closed() })
       d
    ) (?{ print last_closed() })
  }x;
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This assumes a capture has just been closed; if that isn't necessarily the case, $last should instead be calculated as max(@+[1 .. $#+]).

Obviously this cannot report optional captures that did not capture; also, it can't tell the order of closing of empty strings - "c" =~ /((a*)b*)/ vs "c" =~ /(a*)(b*)/ - but if you are only interested in non-empty captures, I think this code will give the unique answer.