Can I play a card as hidden from the last rites trigger? Such as playing a tornado warrior as hidden from trash?

No — hiding is a separate action from playing, and the Hidden keyword only lets you Hide a card from your hand or Champion Zone, never from the trash.

Last Rites' trigger instructs you to play a unit from your trash, which is a Limited Play action. Hide is a Discretionary Action, not a subset of Play (Rule 811.1.c.1), and Hidden's permission is specifically "while this card is in your hand or in your Champion Zone on your turn during an Open State" (Rule 811.1.b). The trash isn't one of those zones, so you can't hide Tornado Warrior off Last Rites — same logic as the Rek'Sai ruling on hiding cards from your deck (FAQ #11271).

You can play Tornado Warrior from your trash with Last Rites, but as a normal play: pay its costs and put it into play as a unit, not facedown. Note its "When you play me from face down" clause won't do anything in that case.