Moonfall was cast on a battlefield. A new unit enters. It either ambush or just ride the wind. Does it still get minus 2?

No, a unit played at or moved to a battlefield after Moonfall has finished resolving does not receive the -2 Might penalty.

According to RiftJudge FAQ #10053 and #10722, the Might reduction effect of Moonfall "snapshots" the game state at the moment of resolution. It applies its modification only to enemy units present at the targeted battlefield at that specific moment. Any units that arrive at the battlefield subsequently—whether via the Ambush keyword, Ride the Wind, or any other method—are not affected by that specific casting of Moonfall.