Feather, the Redeemed

If an instant or sorcery spell's own instructions tell you to exile it or put it anywhere else, it won't try to be put into your graveyard or exiled with Feather's effect, so you won't return it to your hand.

If Feather is still on the battlefield as you finish casting an instant or sorcery spell that targets one or more creatures you control, its ability triggers. The replacement effect that exiles that spell and the delayed triggered ability that returns it to your hand both take effect even if Feather leaves the battlefield after this point.

If you cast an instant or sorcery spell that you don't own, it won't try to be put into your graveyard, so you won't exile it with Feather's effect or return it to your hand.