Can you react to a unit being played and stop its 'When you play' ability (specifically Vanguard Captain with Gust), and can you return Shen with Gust when he's played while defending?

Ruling: You cannot react to a unit being played. However, you can react to a "When you play" ability because the unit has already been played and the ability goes on the chain. For Vanguard Captain, if you bounce her with Gust before her ability resolves, the ability will fail because it cannot find "here" (the unit is gone). For Shen, you cannot stop him from entering play because he leaves the chain immediately and enters the battlefield with shield already active, making him an invalid target for Gust.

Sequence:

• Vanguard Captain is played to a battlefield
• Her "When you play" ability goes on the chain
• You can respond with Gust to bounce her
• When her ability tries to resolve, it cannot find "here" and fails to spawn tokens

For Shen:

• Shen is played as a reaction
• He immediately leaves the chain and enters the battlefield
• Shield becomes active immediately ("while defending" not "when")
• The chain continues and you get another priority window, but Shen is already in play with shield

Nuances:

• You never react to the unit being played itself, only to triggered abilities that go on the chain
• "Here" effects require the source unit to still be at the location where the ability was triggered
• Shen resolves immediately but the chain continues, giving another priority window after
• Keywords with "while" (like shield) activate immediately without going on the chain, unlike "when" triggers