How about separating the steps into smaller chunks and explicitly typing them the way you expect the types should be, this way it will be clearer and you will find out where your idea and what you have written goes in different directions, for example:
def userFromRequest(request: Request): Future[Option[User]] =
for{
sID <- request.session.get("sessionID")
code <- request.session.get("otherCode")
maybeUser <- models.Session.getUserBySessionAndCode(sID, code)
} yield maybeUser
def invokeBlock[A](request: Request[A], block: (Request[A]) => Future[SimpleResult]) = {
userFromRequest(request).flatMap {
case None => Future.successful(BadRequest)
case Some(user) => block(AuthenticatedRequest(user, request))
}
}