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Double-scroll attractors are one of the pillars of modern chaos theory. However, rigorous computer-free analysis of their existence and global structure is often elusive. Here, we address this fundamental problem by constructing an analytically tractable piecewise-smooth system with a double-scroll attractor. We derive a Poincaré return map to prove the existence of the double-scroll attractor and explicitly characterize its global dynamical properties. In particular, we reveal a hidden set of countably many saddle orbits associated with infinite-period Smale horseshoes. These complex hyperbolic sets emerge from an ordered iterative process that yields sequential intersections between different horseshoes and their preimages. This novel distinctive feature differs from the classical Smale horseshoes, directly intersecting with their own preimages. Our global analysis suggests that the structure of the classical Chua attractor and other figure-eight attractors might be more complex than previously thought.