Hi,
+ 
Player A: casts a Gilded Drake
Player B: has a Dark Confidant in play
The exchange of creature happens between player A and player B. Player A targeted a Dark Confidant and the Drake and Confidant exchanged. A turn later the Dark Confidant reveals a Cavern of Souls and draws a Fiend Hunter. Player A then plays the Hunter and targets Gilded Drake. The Drake is exiled.
Player B then tutors for Tinker and gets Blightsteel into play. Player A reveals a second Fiend Hunter and plays it. Would it be possible to target your own Fiend Hunter and get back Gilded Drake? When Gilded Drake returns to play, under which players control will it come back?