I play Rampage with the additional cost, to get my unit +2, but opponent cast Gust on the enemy unit I targeted. Does my spell still resolve and I get the +2 on my unit?

Yes — Rampage still resolves and your friendly unit still gets the +2 this turn.

The +2 instruction only needs your friendly unit, which is still a legal target; the additional cost was already paid, so that part executes normally (Rule 359.3.e.5/e.8). The damage exchange, however, does nothing: the enemy unit is back in its owner's hand, so it can't deal damage to your unit and your unit can't deal damage to it — that part of the instruction is ignored.