Rescue from the Underworld has a target and a delayed trigger and also affects another untargeted card.
I have 3 scenarios I am interested in knowing the outcome for:

Scenario 1:
I cast Rescue from the Underworld sacrificing Creature Card A from the battlefield and targeting Creature Card B currently in my graveyard.
With RftU still on the stack my opponent exiles Creature Card B from my graveyard.
Do I get Creature Card A back at the beginning of my next upkeep? Or does the spell and/or delayed triggered ability fizzle due to lack of legal targets?
I presume that latter, but am uncertain.

Scenario 2:
I cast Rescue from the Underworld sacrificing Creature Card A from the battlefield and targeting Creature Card B currently in my graveyard.
My opponent waits for RftU to resolve and then exiles Creature Card B from my graveyard.
Do I get Creature Card A back at the beginning of my next upkeep? Or does the delayed triggered ability fizzle for some reason?
I presume that former, but am uncertain.

Scenario 3:
I cast Rescue from the Underworld sacrificing Creature Card A from the battlefield and targeting Creature Card B currently in my graveyard.
My opponent waits for RftU to resolve and then exiles Creature Card A from my graveyard.
Do I get Creature Card B back at the beginning of my next upkeep? Or does the delayed triggered ability fizzle for some reason?
I presume that former, but am uncertain.

Rescue from the Underworld's only target is illegal, so the spell is countered on resolution. None of its effects happen, so no delayed triggered ability is created.



The delayed triggered ability will resolve and do as much as possible, returning Creature Card A to the battlefield.



The delayed triggered ability will resolve and do as much as possible, returning Creature Card B to the battlefield.

Just to clarify for Scenario 2: For the sake of the spell being cast Creature Card B IS considered targetted, but for the sake of the delayed triggered ability Creature Card B is NOT considered targetted?

The spell has a target. The delayed triggered ability doesn't.