If I conquer Zaun Warrens with Kennen, Storm of Shuriken, can I order the conquer triggers to discard a spell, draw from Zaun and then use Kennen, Storm of Shuriken to play the spell I discarded?

No, you cannot do this. Kennen's target is chosen at finalization (when the trigger is placed on the Chain), not at resolution — and at that moment, the spell you want to discard with Zaun Warrens isn't in your trash yet.

Here's the timeline:

1. You conquer Zaun Warrens with Kennen present. Both "when you conquer" triggers go on the Chain simultaneously (Rules 383.3, 383.4.c).
2. You can order them however you like (Rule 383.3.d). If you put Zaun Warrens on top (resolves first) and Kennen on the bottom (resolves second), that's fine.
3. But during the Finalize step (FEPR), both triggers' targets are locked in. When Kennen's trigger finalizes, you must choose a spell in your trash as its target (Rules 402.1, 402.3). Zaun Warrens hasn't resolved yet — the spell you intended to discard isn't there yet.
4. So you can't choose it. If you have no other spell in your trash, Kennen's trigger is removed from the Chain with no effect (Rule 402.3).

What you can do: If you already have a spell in your trash from earlier, Kennen can target that one. If you specifically want to discard a spell from hand and immediately give it Flow, you'd need to do that across separate events — for instance, discard it to a different effect first, then conquer later.