The only warning was the faint smell of burning plasma.

Lamplight Phoenix

Flying
When this creature dies, you may exile it and collect evidence 4. If you do, return this card to the battlefield tapped. (To collect evidence 4, exile cards with total mana value 4 or greater from your graveyard.)

Murders at Karlov Manor Promos

Murders at Karlov Manor

Flying
When Lamplight Phoenix dies, you may exile it and collect evidence 4. If you do, return Lamplight Phoenix to the battlefield tapped. (To collect evidence 4, exile cards with total mana value 4 or greater from your graveyard.)

Flying
When Lamplight Phoenix dies, you may exile it and collect evidence 4. If you do, return Lamplight Phoenix to the battlefield tapped.

If you can't exile enough cards to meet or exceed the required mana value, you can't choose to collect evidence at all.

Once you've announced that you're casting a spell, players can't take actions until you've finished doing so. Notably, opponents can't try to remove cards from your graveyard to stop you from collecting evidence.

You can't exile Lamplight Phoenix from your graveyard to pay the collect evidence cost of its triggered ability.