If a Leblanc, Fragmented attacks into a battlefield with an enemy unit with assault, and I conquer it, on my legend trigger, can the enemy gust the Leblanc away?

Yes, your opponent can use Gust to return your LeBlanc, Fragmented to your hand in this scenario.

The Breakdown

1. Conquer & Trigger: When you conquer the battlefield, your Legend ability (Deceiver) triggers. You pay the cost (discard 1, exhaust LeBlanc), and the ability is placed on the chain.
2. State is Closed: Placing the ability on the chain creates a Closed State.
3. Reaction: Your opponent can play Gust as a [Reaction] to your triggered ability. Gust targets a unit at a battlefield with 3 Might or less. Assuming LeBlanc, Fragmented has a base Might of 3, she is a legal target for Gust.
4. Resolution (LIFO): The chain resolves in Last-In, First-Out order:
   • Gust Resolves: LeBlanc is returned to your hand.
   • Deceiver Ability Resumes: The ability continues to execute instructions. It plays a Reflection token at that battlefield. Whether the token successfully copies another unit depends on whether another valid target remains at the battlefield at the time of resolution.

Clarification on Gust's Restriction

The official card text for Gust states: "Return a unit at a battlefield with 3 might or less to its owner's hand." This is a targeting restriction. If the unit has 3 Might or less, it is a valid target for the spell.

Note: I could not fully verify the Might value of LeBlanc, Fragmented or the specific interaction regarding the Reflection token's copy target against the retrieved rules.