You do maintain the creature, however not due to Mystic Reflection.

Whenever an object modifications zones, it turns into a very new object, with no reminiscence of its earlier existence (apart from some exceptions that do not apply right here). In this case, Ghostly Flicker strikes the creature to exile then again to the battlefield. Once that occurs, it’s now not “the creature that was taken by Zealous Conscripts” and it’s as an alternative “a brand new creature that entered the battlefield beneath your management”. So, there isn’t a earlier controller for it to return to. You simply management it.

Mystic Reflection does not matter right here as a result of altering an object’s traits does not change which object it’s, and that’s the factor that issues for an impact like on Zealous Conscripts. In reality, if you happen to used an impact like True Polymorph to show the creature right into a Blightsteel Colossus with out it leaving the battlefield, it could nonetheless return to the opponent’s management on the finish of the flip.