If Dragonlord Silumgar leaves the battlefield, you no longer control it, and its control-change effect ends.

If Dragonlord Silumgar ceases to be under your control before its ability resolves, you won't gain control of the creature or planeswalker at all.

If another player gains control of Dragonlord Silumgar, its control-change effect ends. Regaining control of Dragonlord Silumgar won't cause you to regain control of the creature or planeswalker.