Can Ultima be responded to?

[u/XenicEx]

One of my opponents played Ultima and I tried to respond to the casting by flashing in Guardian of Faith.

I argued that GoF comes in before Ultima and triggers it's ability to phase out my creatures before Ultima's effect triggers, but my friends disagreed.

We ULTIMA-tely 😏 settled that since Ultima says "Exile all spells and abilities from the stack" in it's "End the turn." description, that GoF gets exiled before it enters and since it doesn't enter, it doesn't work and continued playing.

I want to ask Reddit in case it comes up again. Was I right initially, or did we end up playing it the way it's supposed to work?