In theory, I see nothing wrong with your new example - if such a situation happened, that's exactly how I would rule it.
Again, the difference here is that we're talking about a card that is still in the "being played" state - specifically, the "void" (Current Rulings Document 8/13/07 Pg3, void): "When a non-site card is played, it enters the void (not in your hand, not in your discard pile, and not in play) until all of its effects have resolved, and then it's placed in the appropriate place. Events go to the discard pile and other cards are placed in play."
From the same CRD "playing a card",
"4. If The Card is not an event, place it in the
appropriate place. If the card you are playing is
a Character, Possession, Artifact, or Condition,
place it on the playing surface. The Card is now
in play.
5. Respond to the playing of The Card (and
to losing initiative if necessary). Responses or
triggered actions that respond to the playing of
The Card happen now. If The Card has game
text on it that triggers "When you play..." The
Card, it happens now. Other cards may respond
to the card being played as well. These are
handled in the manner described under actions
and action procedure. If The Card was a Free
People's card and it leaving your hand causes you
to lose initiative, each player may respond to you
losing initiative now"
The card enters play before its "when you play" actions happen. Responses happen at the same time. I see no difference between my example and the one with the marauder.
Edit: thanks for arguing with me in a repectible fashion. I'm not trying to be beligerent.