Your rulings were correct.
Ok, I can rest easier knowing I didn't fudge up a couple of games. Thanks.
Deathmist Raptor will
not be exiled, but only because
Anafenza's ability says "from anywhere."
Comprehensive Rules wrote:
603.6c Leaves-the-battlefield abilities trigger when a permanent moves from the battlefield to another zone, or when a phased-in permanent leaves the game because its owner leaves the game. These are written as, but aren’t limited to, “When [this object] leaves the battlefield, . . .” or “Whenever [something] is put into a graveyard from the battlefield, . . . .” An ability that attempts to do something to the card that left the battlefield checks for it only in the first zone that it went to. An ability that triggers when a card is put into a certain zone “from anywhere” is never treated as a leaves-the-battlefield ability, even if an object is put into that zone from the battlefield.
603.6d Normally, objects that exist immediately after an event are checked to see if the event matched any trigger conditions. Continuous effects that exist at that time are used to determine what the trigger conditions are and what the objects involved in the event look like. However, some triggered abilities must be treated specially. Leaves-the-battlefield abilities, abilities that trigger when a card leaves a graveyard, abilities that trigger when a permanent phases out, abilities that trigger when an object that all players can see is put into a hand or library, abilities that trigger specifically when an object becomes unattached, abilities that trigger when a player loses control of an object, and abilities that trigger when a player planeswalks away from a plane will trigger based on their existence, and the appearance of objects, prior to the event rather than afterward. The game has to “look back in time” to determine if these abilities trigger.
Example: Two creatures are on the battlefield along with an artifact that has the ability “Whenever a creature dies, you gain 1 life.” Someone plays a spell that destroys all artifacts, creatures, and enchantments. The artifact’s ability triggers twice, even though the artifact goes to its owner’s graveyard at the same time as the creatures.
When we check if anything triggered, Anafenza is already in your graveyard, and we don't get to look back in time, since her ability isn't a leaves-the-battlefield ability.
Forgive me if I ignore your insight on Question 1. Anafenza's second ability isn't a triggered ability (doesn't begin with the words "When," "Whenever," or "At" ), and thus doesn't follow the rules you've quoted.
It's a static ability which generates a replacement effect. But nothing under entry 614 was really clear about whether a creature with a replacement effect dying at the same time the event described was trying to happen allowed it to be replaced.
Edit: Although, based on your quotes, this is probably the one you'd say applies:
Comp Rules wrote:
614.4. Replacement effects must exist before the appropriate event occurs—they can’t “go back in
time” and change something that’s already happened. Spells or abilities that generate these effects
are often cast or activated in response to whatever would produce the event and thus resolve before
that event would occur.
So if my ruling was correct like adeyke says, then that means that Anafenza's ability does exist prior to the event "creatures are destroyed due to lethal combat damage." And thus replaces the event "Deathmist Raptor is destroyed (moved from the battlefield to its owner's graveyard) for having damage equal to or greater than its toughness marked on it" with "Deathmist Raptor is exiled for having damage equal to or greater than its toughness marked on it."
Edit2: Correcting my poor wording of state-based actions.