I got the same bug. I played my Warrior with Way of the Frog to put it on my deck after discard.
At this time you played Warrior using Way of the Frog. During Cleanup, when you discard the Warrior, you now have the choice to either exchange it for a Hero, or topdeck deck Warrior for next turn.
Then I was prompted to exchange Warrior for Hero (because "on discard" was trigerred).
But I'm also prompted to "Execute" my Scheme->Warrior combo?
Sure. Both effects trigger on discard and the game doesn't know which one you want.
I understand that Scheme and Way of the Frog are very similar if not identical (minus the card draw on Frog). But what's really odd is that when I went for the Exchange and also tried to Execute, nothing got executed -- my warrior was Exchanged for a Hero and then wasn't on top of my deck
That's to be expected. While both effects trigger and will be executed, only one can actually succeed to do anything meaningful. If you topdeck the Warrior with Way of the Frog first, the exchange effect of Warrior cannot find the Warrior in the place it expects it to be (the discard pile), so does nothing. OTOH, if you exchange the Warrior for Hero first, the topdeck effect of Way of the Frog can't find the Warrior in the place it expects it to be (the discard pile), so does nothing.
This seems to be an actual bug. "Exchange" should mean "replace the other card exactly where it is", so Exchange should just swap my Frog'd Warrior for a Frog'd Hero that I can get on my deck next turn.
No. An exchange effect is not immune to the the "stop moving" rule. If it can't find the card it is supposed to exchange, it can't move it, and the special rules for "exchange" say that than the whole exchange effect is cancelled.
Instead my only options are to not upgrade the Warrior, or gain a Hero to my discard.
And of course, Scheme is not in the kingdom at all...
And that is exactly as it should be.