Can you replace an event with itself?

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There's a lot of ways to ask this question, so I'll just jump right into the scenario.

SCENARIO A: There is a Kathari Screecher in my graveyard. I activate its Unearth ability, and after it resolves, I cast Cloudshift targeting that same Kathari Screecher. What happens next?
First possibility: The replacement effect generated from the Unearth ability replaces Cloudshift exiling the Screecher with the Screecher exiling itself. As a result, Cloudshift can't find the new object that the Screecher becomes after being exiled, and fails to return it to the battlefield. The Screecher remains exiled.

Second possibility: The replacement effect generated from the Unearth ability replaces Cloudshift exiling the Screecher with the Screecher exiling itself. However, Cloudshift is still able to find the new object that the Screecher becomes after being exiled, so it returns it to the battlefield. Unearth's delayed trigger ("At the beginning of your end step, exile [this].") eventually triggers, but since it refers to the Screecher as a past object which no longer exists, nothing happens when it resolves. The Screecher remains on the battlefield (until some other evil effect befalls it).

Third possibility: The replacement effect generated from the Unearth ability doesn't apply. Cloudshift resolves, "blink"ing the Screecher. Unearth's delayed trigger ("At the beginning of your end step, exile [this].") eventually triggers, but since it refers to the Screecher as a past object which no longer exists, nothing happens when it resolves. The Screecher remains on the battlefield (until some other evil effect befalls it).



SCENARIO B: There is a Kathari Screecher in my graveyard. I activate its Unearth ability. It resolves, then I cast Oblivion Ring. After it resolves, I target the Screecher with Oblivion Ring's trigger. After that trigger resolves, I finally cast Erase targeting that Oblivion Ring. What happens next?

First possibility: The replacement effect generated from the Unearth ability replaces Oblivion Ring's trigger exiling the Screecher with the Screecher exiling itself. As a result, the Screecher is not "exiled with Oblivion Ring". After Erase resolves and exiles the Oblivion Ring, its second ability triggers, but since nothing is exiled with Oblivion Ring, nothing is returned. The Screecher remains exiled.

Second possibility: The replacement effect generated from the Unearth ability replaces Oblivion Ring's trigger exiling the Screecher with the Screecher exiling itself. However, the Screecher is still "exiled with Oblivion Ring". After Erase resolves and exiles Oblivion Ring, its second ability triggers, returning Screecher to the battlefield. Unearth's delayed trigger ("At the beginning of your end step, exile [this].") eventually triggers, but since it refers to the Screecher as a past object which no longer exists, nothing happens when it resolves. The Screecher remains on the battlefield (until some other evil effect befalls it).

Third possibility: The replacement effect generated from the Unearth ability doesn't apply. Oblivion Ring exiles Screecher as normal. Erase then exiles Oblivion Ring, and the Screecher is returned. Unearth's delayed trigger ("At the beginning of your end step, exile [this].") eventually triggers, but since it refers to the Screecher as a past object which no longer exists, nothing happens when it resolves. The Screecher remains on the battlefield (until some other evil effect befalls it).
I'm not (yet) a certified judge, but I do understand the rules and logic of Magic quite well. That said, I'm still human and can make mistakes. If what I say conflicts with a more-certified source, I'm probably wrong.

SCENARIO A: There is a Kathari Screecher in my graveyard. I activate its Unearth ability, and after it resolves, I cast Cloudshift targeting that same Kathari Screecher. What happens next?

Your third possibility is correct. Unearth's replacement effect does not apply when moving from the battlefield to the exile zone. Cloudshift exiles the creature without incident, then returns the creature. The new creature has no replacement effect applied to it, and is not the creature that the delayed trigger is looking for.
702.82a Unearth is an activated ability that functions while the card with unearth is in a graveyard. "Unearth [cost]" means "[Cost]: Return this card from your graveyard to the battlefield. It gains haste. Exile it at the beginning of the next end step. If it would leave the battlefield, exile it instead of putting it anywhere else. Activate this ability only any time you could cast a sorcery."

SCENARIO B: There is a Kathari Screecher in my graveyard. I activate its Unearth ability. It resolves, then I cast Oblivion Ring. After it resolves, I target the Screecher with Oblivion Ring's trigger. After that trigger resolves, I finally cast Erase targeting that Oblivion Ring. What happens next?

As before, unearth does not apply.