If you play pyke from hidden and pay the additional cost can opponent gust it?

Yes. Gust can return Pyke before his "paid the cost" trigger resolves, because that trigger uses the chain and creates a reaction window while Pyke is still at base 2 Might.

Here's the sequence: Pyke enters with 2 Might and the cost is paid during the play process. His "when you play me" trigger goes on the chain, closing the state — that's your window to play Gust targeting Pyke (2 Might, legal target). Gust resolves first (LIFO), bouncing him to hand, and then his trigger fizzles since he's no longer on the battlefield.

Note: the [C] additional cost is not refunded — it was already paid in step 4 of playing the card (Rule 357.2), regardless of what happens afterward. (RiftJudge FAQ #11295)