Okay, so according to the Order of Operations, banding abilities take place after play abilities. That's really confusing.
So I block with Gomer banded to Egyptian Magicians. I look at the bottom card of the deck and discover that it's Retreat, so I add it to battle to return Egyptian Magicians to my hand. The band ability then activates, so I can band to an egyptian. Can I band to the Egyptian Magicians that I just returned to my hand?
Precedent:
Spy + Warriors Spear "works," if by "works," you mean the discard happens.
Did the spear enter battle? yes
Was it negated (directly or indirectly)? no
Then it works.
The discard happens AFTER the withdraw option. So, if you choose to withdraw, and then the discard makes a lost soul become available, you can't decide "oh, I mean Spy stays in battle."
Gomer: "Band to a male evil character. Cannot be negated unless Hosea is in play."
Egyptian Magicians: "Reveal top or bottom card of deck. If evil you may add to hand to draw 1 or to battle. Band to an Egyptian. Cannot be interrupted."
Retreat: "Interrupt the battle and return an evil character to hand"