When a card leaves a player's play area, the game loses track of that card. A gem or relic that was returned to the supply or placed in the swap zone (for example) is not a valid target for card effects that interact with a card played this turn.
Example: Call of the Void ("While prepped, the first time you play a gem or relic that cost 1 or more each turn, play that card twice and then return it to the supply.") and Arcane Nexus are prepped ("While prepped, Once per turn during your main phase you may return a gem you played this turn to your hand."), and the first gem or relic played is a Jade (2 cost gem, "Gain 2$."). Due to Call of the Void, the player gains 4$ and returns the Jade to its supply pile. The Jade cannot be returned to the player's hand with Arcane Nexus.
