The appropriate zones for these Delayed Linked Abilities will be determined implicitly by the Linked Ability that generated them. 1. If the Linked Ability causes the affected Game Objects to change zone to a non-board zone, the appropriate zone for the Delayed Linked Ability will be the zone the Game Object is moved to. 2. Otherwise, the appropriate zone is whatever zone the Linked Ability triggered or was played from, or whatever zone the affected Game Object is located in when it is affected.
§ 390.5.c Core Rules PDF (officieel)
§ 390 Delayed Abilities are a type of Ability that specifies a window of applicability during which they are active.
§ 390.5 Delayed Linked Abilities are Linked Abilities that are generated by another Ability and reference that Ability or Game Objects it affects instead of a window of time.