I attack with yellow kennen, i use effect of stunning by paying 2 energy. My opponent gust/starcrossed on kennen, does it stuns or not?

Yes — the stun still resolves.

Kennen, Keeper of Balance's ability reads "When you play me or I attack, you may pay [2] to [Stun] a unit" — it says "a unit", not "a unit here." Unlike Vi or Yasuo, whose effects check "here" on resolution (Rule 359.3.f.2), Kennen's trigger doesn't depend on his location at all. Once the trigger is on the Chain (with the [2] paid and the stun target chosen at finalization, Rules 383.3.a–b, 352.4.b), bouncing Kennen with Gust or Star-Crossed removes him but leaves the trigger fully intact — it resolves and stuns the chosen unit normally.

The only things that change: Kennen ends up in hand (so he's not around for the Showdown), and the [2] was already spent. If the ability instead referenced "here" (like Vi, Peacekeeper — see FAQ #10627/#10045), then the answer would be no.