If I attack an opponent's battlefield with a 3 might unit, and then my opponent Wages of Pain my unit, I respond with a Spinning Axe, is my opponent allowed to Gust my unit back to hand even though the axe is on the chain? Does the Gust resolve first?

Yes, your opponent is allowed to play Gust in response to your Spinning Axe, and because Gust is the most recently added item on the chain, it will resolve first.

The Chain and Resolution Order

In Riftbound, the chain resolves using LIFO (Last-In, First-Out) logic. This means the most recently added item on the chain is the first to resolve.

The sequence of events is as follows:

1. Initial State: You attack with your 3 Might unit.
2. Opponent's Action: Your opponent plays Wages of Pain targeting your unit.
3. Your Response: You play Spinning Axe.
4. Opponent's Response: Your opponent plays Gust targeting your unit.

The Chain currently looks like this (from bottom to top):

• Wages of Pain (Bottom)
• Spinning Axe
• Gust (Top)

Resolution

Because Gust was the last item added to the chain, it resolves first:

1. Gust Resolves: It returns your unit to your hand.
2. Spinning Axe Resolves: It enters the battlefield. Because your unit is no longer on the battlefield, the Spinning Axe cannot attach to it. Depending on the specific game state, it may be recalled to your base during the next cleanup (Rule 452.1).
3. Wages of Pain Resolves: It checks for its target. Since your unit is no longer on the battlefield, the target is illegal. The instruction to "Deal 3 to a unit" is ignored (Rule 359.3.e.5). However, the second instruction—"Play a Gold gear token exhausted"—does not reference the target and will still execute successfully (as established in RiftJudge FAQ #8795 and #9344).

Note: I could not fully verify this ruling against the retrieved rules.