Can also be seen in the replay - the Dread Raven that died with Divine Shield on turn 3 apparently still had it when replayed on turn 6.
On that subject -
It’s surprising to hear that part was unintended. I was under the impression that keeping enchantments was deliberately added as a cool bonus. In any case, the anomaly shouldn’t be the core issue of this interaction. Even if the anomaly was changed, the issue could still happen if Setesh cursed an Immortal Prelate, or any future card with a similar effect. This isn’t the first time an issue like this has been observed, where an enchantment’s trigger will fire when the attached card is outside the intended zone. When Prelate was released, another dev said that wasn’t supposed to happen, but it seems like it’s only being fixed on a per-card basis. Until there’s a general rule to prevent that behavior, similar issues will probably keep showing up.
I suspect these reports are also related:
https://www.reddit.com/r/hearthstone/comments/ecpbq4/tekahn_bomb_bug/
Haven’t investigated that boss, but since these reports also started around 16.0, I suspect it’s the same thing I experienced above. That Weird Death Trigger copies the dying minions to the set-aside zone along with the enchantment from Tekahn’s hero power. The enchantment doesn’t check that the attached card is in play, so it detonates every turn.