Band of Misfits and Throne Room
Found it.  They even use my exact example (I guess they're the canonical "play twice" and "one-shot" cards).  From the Complete and All-Encompassing Dominion FAQ:


  Regarding Band of Misfits no longer being in play, see 10.5 Atomicity
  of abilities. If you use Throne Room to play Band of Misfits twice, it
  will be the chosen card the second time you play it, so you will play
  it as the same card twice. However, if the card is removed from play
  (like a Feast), it will be just a Band of Misfits again the second
  time. You can then choose another Action card from Supply to play it
  as. The card will stay where it is, and the chosen card's abilities
  will trigger even as the Band of Misfits will immidiately revert back
  to being just Band of Misfits (since it's not in play), but you will
  resolve the triggered abilites of the card (link, link). This reverses
  a previous ruling.


So speculation #2 was actually correct.