The effect to return your opponent’s monster to their hand targets that monster.
If you control the target monster when this effect resolves, it will not be applied.
When "Worm Yagan" removes itself from play after it Special Summons itself, it is removed from play as part of the same effect which Special Summoned it.
After "Worm Yagan" Special Summons itself face-down, if it is removed from the field while still face-down, then it is removed from play.
The effect of "Worm Yagan" which returns an opponent's monster to the hand targets one monster which is face-up on your opponent's field.
When resolving the effect of "Worm Yagan" which Special Summons it in face-down Defense Position, if either you control monsters other than "Worm Xex" or if "Worm Xex" is no longer face-up on the field, then "Worm Yagan" will not be Special Summoned.
After "Worm Yagan" Special Summons itself from the Graveyard, if it is flipped face-up and then face-down by an effect like "Book of Moon", then as soon as it becomes face-down the effect "When this card is removed from the field, it is removed from play." no longer is applied, so it will no longer be removed from play if it is removed from the field.