If I play Star Crossed from my trash with Fizz, but my opponent defies it, will my Kennen Legend still get empowered?

No — Kennen's legend will not empower.

Heart of the Tempest's "When you play a card from anywhere other than your hand, empower me" is a triggered ability that fires only when the act of playing the card is completed by its resolution (Rule 419.4.a). If Defy counters your Star-Crossed, the card never resolves, so per Rule 419.4.a.1 it isn't considered "played" for triggers — so no empower (same principle as FAQ #8491 / #8710 for "when you play" triggers).

Two side notes: the Star-Crossed is still recycled to the bottom of your deck (Fizz's replacement effect overrides the normal trash-on-counter rule), and if the spell had resolved, the legend would have empowered. Non-triggered effects like Legion would still care about it being Finalized — but Heart of the Tempest's trigger does not.