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The effect may be interrupted or negated by the character(s) being removed if your opponent gains initiative because of the exchange.
Marcus is correct.
So, you go with a white hero and opponent blocks with Complainers and switches for a non-white hero. If that hero is then losing btn, then you can play Blessings, but if he's winning btn at that point and then Complainers plays a battle winner, you can't play Words of Encouragement to interrupt. Is that the deal?
Speaking of déjà vu, How did you know that it was an exchange of Mary Magdalene for the Angel in the Path?