If my Hwei is attacking but is stunned at a battlefield and the defender has lower might, when moving back to base does my Hwei's move effect trigger?

No, Hwei's ability will not trigger.

Returning to your base after combat is a Recall, not a Move (Rules 450–451). Recalls are explicitly not Moves and do not trigger abilities that trigger on Move actions (Rule 451.1). This applies regardless of whether Hwei is stunned or the defender has lower Might — as long as defenders remain at the battlefield (even stunned), the attacker is Recalled, not Moved. FAQ #10824 confirms this exact ruling for Hwei.