Can you react to the trigger of the attack of an Azir Sovereign with a Star Crossed, so you bounce it to hand and prevent the tokens to go to the battlefield?

Yes, you can react to the attack trigger of Azir, Sovereign with Star-Crossed to bounce him to your opponent's hand, which will cause his ability to "whiff" (fail to resolve) and prevent the tokens from moving to the battlefield.

The Sequence

Based on the RiftJudge FAQ #11149, here is how this interaction resolves step-by-step:

1. Attack Declaration: Your opponent attacks a battlefield with Azir, Sovereign. His "When I attack" ability triggers. You (as the active player) choose which token units to move as part of placing this trigger on the chain.
2. Reaction: You play Star-Crossed in response to the trigger. You target Azir, Sovereign (as the enemy unit) and one of your own units (as the friendly unit) to return them both to their owners' hands. Star-Crossed is placed on the chain above Azir’s trigger.
3. Resolution (LIFO - Last-In, First-Out):
   • Star-Crossed resolves first: Azir, Sovereign is returned to his controller's hand.
   • Azir's trigger attempts to resolve: When Azir’s trigger finally attempts to resolve, it checks for "this battlefield" to move the tokens to. Because Azir has been removed from the battlefield (returned to hand), the battlefield he was attacking can no longer be identified.

Conclusion

Because the ability cannot identify the target location ("this battlefield"), the ability whiffs. The instruction to move your tokens is never executed, and they remain at their original location.

This is my interpretation based on Rule 359.3.f (Reference to "here") and the established Azir, Sovereign FAQ (ID #11149).