Dreadsteed Sylvanas interaction

Question

Hi,

So I was playing my warrior deck on ladder (Standard) and I queued up against a Dreadsteed N'Zoth warlock. He played the steeds on turn 4 and turn 5. I played my Sylvanas into them on turn 6 (only minions on board was the 2 Dreadsteeds). He traded both Dreadsteeds into it and Hellfired. For some reason the Sylvanas deathrattle triggered first and I didn't steal any of the Dreadsteeds. The Dreadsteeds was played before Sylvanas, so the Sylvanas is supposed to trigger last and steal one of them right?

Please help.

I didn't find the right solution from the Internet.

References:-

https://eu.battle.net/forums/en/hearthstone/topic/17613551893

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Thanks