Sigrid, God-Favored

• WOTC Official Reminder Textofficial rules
  Protection — This permanent can't be damaged, enchanted, equipped, blocked, or targeted by [quality].
• WOTC Official Reminder Textofficial rules
  Flash — You may cast this spell any time you could cast an instant.

• WWizards of the Coast2021-02-05
  Official Ruling
  If a token creature is exiled this way, it will cease to exist and won't return to the battlefield.
• WWizards of the Coast2021-02-05
  Official Ruling
  Auras attached to the exiled creature will be put into their owners' graveyards. Equipment attached to the exiled creature will become unattached and remain on the battlefield. Any counters on the exiled creature will cease to exist.
• WWizards of the Coast2021-02-05
  Official Ruling
  Some Gods in other sets have abilities that say they aren't creatures under certain conditions. If one of them isn't a creature (and thus also not a God), Sigrid won't have protection from it.
• WWizards of the Coast2021-02-05
  Official Ruling
  If Sigrid leaves the battlefield before the triggered ability resolves, the target creature won't be exiled. It will remain an attacking or blocking creature.

Rulings via Scryfall