AOC discards evil characters in play. When a character is captured, it is a captured character, which is not a character (in Redemption, atleast). AOC would not discard it. When a captured character is rescued, it is a redeemed soul.... not a captured character, and not a character. AOC wouldn't touch it in the LoR.
AOC only discards those in play. You won't be discarded if you're set aside. You won't be discarded if you're removed from the game (once something is removed from the game, you can't do anything to it for the rest of the game), you won't be able to discard it from deck, you won't be able to discard it from hand. You can only discard the evil characters in play.