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I'm actually working on an alternative card set. While designing tribal mechanics, I have encountered a problem with a single thing: does a creature exiled after being destroyed (instead of being put into graveyard) still counts as if it "died"?

So, let's imagine a situation: Sengir Vampire deals damage to target 3/5 creature. Then, to finish the creature I cast Pillar of Flame... so, instead of dying (being put into graveyard) the creature gets exiled.

If Sengir Vampire dealt damage to a creature finished with Pillar of Flame, will he get +1/+1?

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No, Sengir Vampire does not get a +1/+1 counter.

A creature dies when it moves from the battlefield to the graveyard. So, there are two different possibilities here. If the creature goes to the graveyard and then moves to exile, then it counts as dying. However, if it goes to exile instead of the graveyard, then it does not count as dying.

In your particular case, Pillar of Flame says

If a creature dealt damage this way would die this turn, exile it instead.

The use of the word "instead" indicates that this is a replacement effect. So going to exile replaces going to the graveyard. Specifically, rule 614.6 says

If an event is replaced, it never happens.

The event of the creature dying is replaced by exiling the creature, so it never died.

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Your answer is correct, but a note about Magic Terminology and the rules: There is no way for a creature to be exiled after it goes to the graveyard. Creature cards can be exiled from the graveyard, but they are not creatures. Creatures are only permanents on the battlefield. This is an important distinction for novices who try to use an "exile target creature" effect on cards in the graveyard. –  ghoppe Aug 29 at 22:02
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See the wording of Haunt for an example of a triggered ability moving a creature from the graveyard to exile that does not explicitly make the permanent/card distinction. This is standard wording. –  murgatroid99 Aug 29 at 22:32
    
Actually the wording of 702.54b and 702.54c does make the permanent/card distinction. Permanents are never in the exile zone, only cards. 702.54a takes the shortcut of "it" referring to the permanent as a card in the graveyard. However, I completely overlooked Haunt when I made my point about creatures can't go to the graveyard and then immediately move to exile. Retracted! –  ghoppe Sep 2 at 21:49
    
Haunt isn't the only example of such a thing happening. It was just the easiest to find. My point is that the distinction between creatures and creature cards is made in the rules, but not in ability templating, which uses the "it" shortcut instead. –  murgatroid99 Sep 2 at 22:30

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