RulingRules Reference 1.7
If Captain America’s Shield is put into play as a Drone minion during game setup for Ultron, can I retrieve it with…
Question
If Captain America’s Shield is put into play as a Drone minion during game setup for Ultron, can I retrieve it with Steve Rogers’s Setup ability?
Answer
No. The Setup ability specifically searches the player’s deck and discard pile. If Captain America’s Shield is not in either game area, the ability fails to find it.
— Rules Reference 1.7