Can confirm; tokens go to the graveyard, then are bounced to oblivion.
Also, I have tried the infinate loop combo you included in this deck. You need 3 cards on the battlefield (monument, yahenni/salvager/bontu, and
pitiless plunderer) with oathsworn in hand. It can be difficult to obtain this state without good card draw/filtering effects.
Don't get me wrong, I love budget decks and combos; just passing along my frustrations over this particular 4 card combo.
(You can use instant spells that pump
marionette master's power to make the artifact sac triggers do more work; I do this in my 'Booty Sac' deck. Mono B Monumental Sacrifice was my attempt at what you are going for)
Thanks for sharing your idea!