Assuming that a card keeps all tokens when it "changes" (Smaug, Thaurdir, Sahír...), you would do the same with Gollum/Smeagol (LoS)? Because you can have 4 damage on Sméagol, send nobody to the quest so that you fail questing and Sméagol flips to Gollum, then launch 3 attack to Gollum so it is destroyed, going to the discard pile and returning under your control as Sméagol? I don't see anything that says another thing.

Well first I don't think Gollum ever actually enters the discard pile. He "leaves play" but doesn't go into discard (I don't think there are any effects that could trigger off of this, but it's worth pointing out in case there are some, a ways down the line, and someone reads this thread through a forum search). The rules say "When the players defeat Gollum, discard all damage tokens from him and turn him Sméagol side faceup. When that happens, the Gollum enemy leaves play and the Sméagol objective-ally enters play."

But to directly address you main question, the rule book says: "If an effect causes Sméagol is (sic) to be flipped to Gollum, discard all damage tokens from Sméagol."

Alllllways read the rules folks!

Ah.