If I attack into a battlefield with Kennen - Keeper of Balance and a Vi - Peacekeeper, stunning my opponent's Astral Heron with the Vi but they also have a Tornado Warrior at the battlefield, will my Kennen die after the combat if they assign the 3 damage to my Kennen since the stunned unit will die during combat damage step and thus lose his +2 might?

No — Kennen survives. Astral Heron dying doesn't retroactively make the 3 damage lethal on Kennen.

Here's why: Kennen's +2 is a static ability, and the stunned Astral Heron is still sitting at that battlefield for the entire combat (stun only clears in the end-of-turn cleanup, 423.1.a.2). So all combat math is done with Kennen at 4 [M], and the defending player's 3 damage is simply not lethal on a 4-Might unit.

The kill from combat damage happens in the Combat Cleanup, and that check is a single simultaneous batch — "all units with lethal damage marked are killed" (Rule 323.5). Astral Heron is still on the board at the moment that check is made, so Kennen is still 4 [M] and isn't in the batch. Then the same cleanup heals every unit in play (466.1.a.1), wiping the 3 damage off Kennen before anything else can check it.

One note: to actually kill Kennen in this combat they'd have to assign 4 damage, not 3 — and the defending player only has 3 damage to work with here since the stunned Heron contributes nothing (423.1.b).