Goryo's Vengeance

If the returned creature leaves the battlefield before the end step, it will remain in its current zone. It won't be exiled.

You choose all targets for the spell after revealing cards you want to splice, including any targets required by the text of any of those cards. You may choose a different target for each instance of the word "target" on the resulting spell.

If all of the spell's targets are illegal when the spell tries to resolve, it won't resolve and none of its effects will happen.