If the monster battling with “Wall of Illusion” is somehow destroyed during Damage Calculation, it is sent to the Graveyard and NOT returned to the owner’s hand.
Netrep Rulings:
The effect of “Wall of Illusion” does not activate if it attacks another monster.
The effect of “Wall of Illusion” resolves in the “Resolve Effects” stage of the Damage Step.
The effect of “Wall of Illusion” is not targeting.
If “Dark Ruler Ha Des” destroys “Wall of Illusion,” that “Dark Ruler Ha Des” is not returned to the owner’s hand.