One specific interaction I haven't been able to find information on is this: let's say he has Nicol Bolas, the Ravager out and he blinks it with something like Teferi's Time Twist. He exiles it with plans to have it enter the battlefield on his end step, so he doesn't put it into his command zone. If I flash out Containment Priest and have it in play when the delayed trigger resolves, does he get the option to put Nicol Bolas, the Ravager in his command zone?
My instinct is that, since Nicol Bolas, the Ravager is in exile and Containment Priest prevents it from leaving exile, it never changes zones and so never is allowed to go to the command zone. Is there something I'm missing?
An object can be exiled from exile (C.R. 406.7), and a commander that "would be exiled from anywhere", including from exile, is moved to the command zone instead if its owner chooses (C.R. 903.9). Thus, Nicol Bolas's owner can choose to have Nicol Bolas go to the command zone if it's their commander and it would be exiled from exile.
Note that in the case of Teferi's Time Twist, the card it refers to can return to the battlefield "at the beginning of the next end step" if it was put in the command zone instead of in exile, as long as it doesn't leave the command zone before it returns this way. See also this thread.
EDIT (Jan. 12): Correctness edit.
EDIT (Jul. 2, 2020): Edited to conform to rule update with Core Set 2021; the rules changed so that a commander that's exiled doesn't necessarily go to the command zone immediately.
First, he can put Bolas in his Command Zone and Time Twist will still return it. So they should really be putting it into the Command Zone to begin with to avoid getting "got".
Second, he can still put it into the Command Zone. While it doesn't technically change zones, it does become a new object that has just been exiled so instead of letting it remain in exile, they can put it into the command zone. It is trying to go into exile from exile (even though that sounds weird) and the replacement effect can apply to it.
Does this card prevent Brago King Eternal and the cards he blinks?
If Containment Priest is on the battlefield and a nontoken creature is exiled with Brago, the card would return to the battlefield, but instead of returning, it will be exiled from exile (C.R. 406.7). However, if that card is a commander, the commander's owner can still choose to move the commander to the command zone as a state-based action, since the commander was put in exile (in this case, from the battlefield by Brago's last ability) (C.R. 903.9a).
One specific interaction I haven't been able to find information on is this: let's say he has Nicol Bolas, the Ravager out and he blinks it with something like Teferi's Time Twist. He exiles it with plans to have it enter the battlefield on his end step, so he doesn't put it into his command zone. If I flash out Containment Priest and have it in play when the delayed trigger resolves, does he get the option to put Nicol Bolas, the Ravager in his command zone?
My instinct is that, since Nicol Bolas, the Ravager is in exile and Containment Priest prevents it from leaving exile, it never changes zones and so never is allowed to go to the command zone. Is there something I'm missing?
, and a commander that "would be exiled from anywhere", including from exile, is moved to the command zone instead if its owner chooses (C.R. 903.9). Thus, Nicol Bolas's owner can choose to have Nicol Bolas go to the command zone if it's their commander and it would be exiled from exile.
Note that in the case of Teferi's Time Twist, the card it refers to can return to the battlefield "at the beginning of the next end step" if it was put in the command zone instead of in exile, as long as it doesn't leave the command zone before it returns this way. See also this thread.
EDIT (Jan. 12): Correctness edit.
EDIT (Jul. 2, 2020): Edited to conform to rule update with Core Set 2021; the rules changed so that a commander that's exiled doesn't necessarily go to the command zone immediately.
Second, he can still put it into the Command Zone. While it doesn't technically change zones, it does become a new object that has just been exiled so instead of letting it remain in exile, they can put it into the command zone. It is trying to go into exile from exile (even though that sounds weird) and the replacement effect can apply to it.