Actually lose track isn't even needed here. Prince says "when you discard it from play." A card that self-trashes, whether it was Urchin, Sir Martin, or just Feast, is never discarded from play. Even if it was trashed on a Possession turn, it is never discarded, and definitely never discarded from play. The trashed card is set aside, and then "returned to his discard pile." As we know from Chancellor/Tunnel, moving a card to the discard pile is NOT the same as "discarding" it. And even if it were being discarded, it's not from play, it's from the set-aside place.
So this is not a lose-track issue; it never even gets to the point where it tries to set it aside but fails due to lose-track. "When discarded from play" is never triggered.