Come and go, "intransitive verbs of motion" (in the words of the OED) come to us from Old English and thus have had over a millennium to develop a wide range of meaning and idiomatic usage. The OED catalogs about 70 major categories of meaning for come and over 90 for go. One basic difference between the two is that come signifies motion toward the speaker:
Mr. Watson, come here. I want to see you
and go signifies either general motion or motion away from the speaker:
with "toward" and "away" having either literal of metaphorical meaning. I haven't done an exhaustive study, but I'd venture a guess that the two words are rarely interchangeable. In the first sentence of this answer, the word come means having a traceable forebearer in an ancestral or contributory language. Go may not be substituted:
* The word goes to us from Old English.
In your example
always and never go in the mid position before the verb
go means properly appear, and come may not be substituted.
Idiomatic usages are not interchangeable: you can "go crazy" (meaning descend into insanity) but not "come crazy," and you can "come to understand" (meaning gradually gain knowledge) but not "go to understand".
Likewise idiomatic expressions with prepositions are not interchangeable. For instance you can "come into money" (meaning inherit money), but not "go into money." On the other hand, you an "go into a subject" (meaning discuss the subject in detail), but not "come into a subject.