I play bellow breath on ennemy units. They keep their dammage. My turn end and dazzling aurora resolves, playing Elder Dragon. My opponent react to the elder dragon with star crossed. Does their units get killed with their previous dammage or star crossed effect resolves and elder effect is useless ?

Yes — the enemy units die from their previous damage before Star-Crossed can save them.

Here's the timing: Dazzling Aurora plays Elder Dragon during your Ending Step, and its passive ("Any amount of your damage is enough to kill enemy units") becomes active the moment it enters — it applies to damage already marked on units, including the damage Bellows Breath dealt earlier that turn (Rule 142.4.c). The damage is still marked because healing doesn't happen until the Expiration Step cleanup, after end-of-turn triggers.

Elder Dragon's "When you play me" trigger goes on the chain as a pending item, and a lethal-damage cleanup is processed before players receive priority to react. During that cleanup, the marked damage on the enemy units is now lethal and they're killed. Only after cleanup completes is the trigger finalized and priority passed — at that point your opponent can play Star-Crossed, but the units are already in the trash. Returning Elder Dragon to hand doesn't retroactively un-kill them (FAQ 10956).