If a unit give +1 of might to a unit with 3 of might after I play Gust, does the Gust count like it was played?

Yes, Gust is still considered to have been played and will resolve.

Here is the breakdown of the interaction:

The Sequence of Events

1. Initial State: You play Gust targeting an enemy unit with 3 Might. Because the unit is 3 Might or less, it is a valid target. The game enters a "Closed State" (the chain exists).
2. The Response: You play a spell or ability that grants +1 Might to that unit.
3. The Chain (Bottom to Top):
   • Gust (Bottom)
   • Buff effect (Top)

Resolution (LIFO - Last-In, First-Out)

According to Rule 359.3.e.7 and the mechanics of the chain, the top item resolves first:

1. Buff Resolves: The target unit goes from 3 Might to 4 Might.
   • Note: As you correctly identified, the unit does not "become Mighty" because Rule 709 defines "becoming Mighty" as a shift from less than 5 to 5 or greater. Increasing from 3 to 4 is simply an increase in current Might.
2. Gust Resolves: Gust checks its target legality upon resolution. It sees that the unit now has 4 Might. Since the targeting requirement for Gust is "3 Might or less," the target is no longer legal for the effect to apply.
   • The Outcome: As per RiftJudge FAQ #5530, the spell does not "fizzle" or go to the trash without resolving. It successfully resolves, but because the target no longer meets the criteria, the instruction to return it to the owner's hand is ignored (it does nothing).

Does it count as being played?

Yes. Even though the effect had no impact on the board state, Gust was successfully added to the chain, was processed by the game engine, and resolved fully. This is important for cards or triggers that care about "when a spell resolves" or "after a spell is played."