Rescue from the Underworld is exiled as it resolves, not later as its delayed trigger resolves.

However, if the sacrificed creature is put into another public zone instead of the graveyard, perhaps because it's your commander or because of another replacement effect, it will return to the battlefield from the zone it went to.

If either the sacrificed creature or the target creature card leaves the graveyard before the delayed triggered ability resolves during your next upkeep, it won't return.

Once you announce you're casting Rescue from the Underworld, no player may attempt to stop you from casting the spell by removing the creature you want to sacrifice.

If you sacrifice a creature token to cast Rescue from the Underworld, it won't return to the battlefield, although the target creature card will.