I play Dragonlord Silumgar and take control of the only creature my opponent has.
On my next turn I swing with Silumgar and the other player's creature I took control of. That player casts Divine Verdict targeting Dragonlord Silumgar and destroys him.
Now, does the creature I took control of return to the other player before combat damage has been dealt, or at the end step?
The control over the creature changes immediately.
As the ability text on Dragonlord Silumgar states, the change of control effect ends as soon as you lose control of Silumgar, which also happens when Silumgar gets destroyed. A creature that changes control is removed from combat, which means, among others, that it will deal no more combat damage during that combat phase.
506.4. A permanent is removed from combat if it leaves the battlefield, if its controller changes, [..] A creature that’s removed from combat stops being an attacking, blocking, blocked, and/or unblocked creature. [..]
You don't get combat damage from the creature you took, since it gets removed from combat when the control ends.
506.4. A permanent is removed from combat if it leaves the battlefield, if its controller changes, if it phases out, if an effect specifically removes it from combat, if it’s a planeswalker that’s being attacked and stops being a planeswalker, or if it’s an attacking or blocking creature that regenerates (see rule 701.13) or stops being a creature. A creature that’s removed from combat stops being an attacking, blocking, blocked, and/or unblocked creature. A planeswalker that’s removed from combat stops being attacked.
