Oh, really? Then I have a completely different scenario: My opponent makes a rescue with a Red Hero (doesn't really matter) and I block with The Jeering Youths (whose SA allows me to play an enhancement). I play Dungeon of Malchiah on the Hero, and he/she redirects it at me (with Counsel of Abigail).
If I play Lurking to interrupt the battle and band in King Zedekiah (whose SA makes Dungeon of Malchiah CBN), will DoM now kick back in on the Hero again?
(BTW, none of these cards mentioned have any more relevant information in the REG than I have here.)