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I agree that Roman Prison and Priests of Christ should both work in their respective scenarios.
The condition on Roman Prison is a static condition (it's waiting for an event to happen). The condition is satisfied (the event happens) when Nero enters battle. So the ability is carried out as soon as possible after that as long as the ability is not negated. It this case as soon as Nero's ability completes the ability of Roman Prison happens (even though at that point Roman Prison is in the discard pile).