Q. If my Pokemon has a Rescue Energy attached, and it is Knocked Out and would be sent to the Lost Zone by a card effect (e.g. Giratina LV.X's Darkness Lost, Darkrai & Cresselia LEGEND's Lost Crisis, Gengar Prime's Catastrophe), do the Pokemon cards return to my hand or do they go to the Lost Zone?
A. Since Rescue Energy and the Lost Zone-sending card effect will happen at the same time, the owner of Rescue Energy can decide which effect happens first; it is that player's choice to decide whether they go to the hand or Lost Zone. (Either way, all non-Pokemon cards are sent to the discard pile.)