How do the new "return to hand" Rogue Events (which return to hand at the end of the turn if you succeeded by enough on the skill test) interact with other effects which redirect the card?

An example:

I dunno for sure but I know that as soon as painted world is removed from the game (or enters the victory display) it loses all text that it would have been copying and reverts to a painted world. This is why you cannot painted world delve too deeps to get extra Xp. Yes the card is in the victory display but it is no longer a copy of delve too deep (and thereore has no victory points).

So I would not expect it to return to your hand either when copying those cards. But it depends on if it is removed prior to returning possibly. In this case, it would be discarded and therefore removed before it would replicate the returning text as that is at the end of your turn. Since at that point it would be removed, it would no longer be copying the text and would not return.

For question 1, I think the answer is broadly "sure, you can return it to your hand", with a side of "there's an unclear part of the rules". Situations where cards are attached to other cards (Crystalliser of Dreams, Backpack, Stick to the Plan, etc.), it's unclear whether they're in play, out of play, or what their status even is. Generally, the game text of the card in question tells you what you can do with the card but there's some edge case interactions already. Either way, the effect that returns it to your hand is part of the ability, which is a lasting effect and will trigger regardless, and the card is a valid target if it's in your discard pile regardless of whether it temporarily went on a journey committed to a skill test in the mean time, and is ( probably ) a valid target if it's attached to the Crystalliser of Dreams.

For question 2, the answer is very clear. The text instructing you to return it to your hand absolutely does not change or override the 'duration' of the removal from the game. Since the effect removing it from the game doesn't specify a duration, it's just gone for the rest of the game and is never coming back.

That pretty much aligns with my thinking.

Unrelated to the original question, but a tangent you brought up: I think it is clear from the rules that cards attached to cards in play are in play. The rules for "Attach To" state

Quote

If a card uses the phrase "attach to" it must be attached to (placed beneath and slightly overlapped by) the specified game element as it enters play.

Since the Crystallizer and Backpack attachments are face-down, they just don't do anything while in play. The events attached to Stick to the Plan are face-up but mostly don't matter while in play and attached to it (Stick to the Plan can't make attacks, so Custom Ammunition doesn't boost it; and Stick to the Plan isn't a location, so it's not affected by Shortcut (2), and enemies can't spawn there for Ambush to care about). Just don't put Delay the Inevitable on it! (unless you plan to play it the first round, or want to pay for it each mythos phase.) Notice also that the only difference between the search-and-attach abilities on Backpack and Dr. Elli Horowitz is that Backpack attaches the cards face-down... so if the cards attached to Backpack are not in play, the Relic attached to her isn't either. (Honestly it took me a really long time when I got TFA to figure it out.)