The relevant fact is that once a card has been moved from Point A to Point B, it can't also be moved from Point A to Point C. So the situation for Rush/Siren is as follows:
Buy Rush.
Gain a Siren. It goes to your discard pile.
Two on-gain events trigger. You can choose what order to activate them in.
Choose to activate Rush first: play the Siren, which involves moving it from the discard pile to the play area.
Now Siren's on-gain effect activates. It tells you to trash the Siren, but it's expecting to do so from the discard pile.
Since the Siren isn't in the discard pile anymore, its self-trashing effect can't activate.
Not quite. It's not because the Siren isn't in the discard pile now, it's because it had moved from the discard pile. The moment the Siren moved from the discard pile, it lost track of itself. Even if it had moved back to the discard pile somehow, it could not have trashed itself.
So the rule is not about the card being in the expected location when you try to move it from there. It's about losing track of the card the moment it's not in the expected location. (There are some scenarios where a card is moved back to the expected location; it's still lost track of.)
The recent changes are:
- A card that is lost track of can't be
played either (except by throne rooms).
- Gaining a card to your discard pile and covering it with another card doesn't cause it to be lost track of.