If opponent uses Dazzling Aurora and pulls Elder Dragon, and I have Vex holding, and it gets stunned when played, does the passive ability still go through?

Yes, the passive ability of Elder Dragon still goes through even if it is stunned by Vex, Apathetic.

Reasoning

1. Passive Abilities and Stun: According to Rule 423.1.b, a stunned unit cannot contribute its might to combat damage; however, being stunned does not turn off a unit's passive abilities. Passive abilities remain active unless the unit is removed from the board or a specific effect disables them.
2. Timing of the Interaction:
   • Dazzling Aurora plays the Elder Dragon.
   • Vex, Apathetic's triggered ability ("When an opponent plays a unit...") is added to the chain because the opponent played a unit while Vex is at a battlefield.
   • Elder Dragon's "When you play me" ability is also added to the chain.
   • The chain resolves, and Vex's ability stuns the Elder Dragon.
   • Elder Dragon remains on the battlefield throughout this process. Because it is still on the board, its passive ability ("Any amount of your damage is enough to kill enemy units") remains active.
3. Passive Application: The Elder Dragon's passive ability is not a combat action that is restricted by the stunned state. It is a continuous modification to the rules of how damage works for its controller's units.

Summary: The stun prevents the Elder Dragon from contributing its 10 Might during the Combat Damage Step, but it does not deactivate its passive ability. Any damage dealt by the opponent's other units while the Elder Dragon is on the board will still be lethal to your units.