I control a unit at a battlefield. I play Flurry of Feathers, intending to add units to that same battlefield. My opponent reacts with Gust. What happens with the bird tokens?

The bird tokens still get played to that battlefield — Gust doesn't stop them.

Gust resolves first and returns your unit to hand, leaving you with no units there. But control of a battlefield can't be lost while there's an item on the chain (Rule 190.4.c, clarified in the 2026-03-30 patch), and a Cleanup can't occur during chain resolution (Rule 321). Since Flurry of Feathers is still on the chain when it resolves, you still control that battlefield, so it remains a legal location for the four Bird tokens — tokens follow the normal "play to your base or a battlefield you control" rule (FAQ #10013).

Once the birds enter, you have units there again and keep control. Note Gust could only have targeted your 3-or-less Might unit anyway — the birds didn't exist yet when Gust was played. If your opponent instead waited until after Flurry resolved, Gust could then hit a 1-Might Bird, and a token bounced to hand would cease to exist.