Do I still need to pay Deflect cost if I choose a unit with a spell but that spell gets Defied?

Yes, you must still pay the Deflect cost.

According to RiftJudge FAQ #1922, the Deflect cost is a mandatory additional cost that must be paid during the finalization of the spell (when you declare the target). Because the cost is paid to place the spell on the chain, it is already gone by the time you have the opportunity to react with a card like Defy. If the spell is subsequently countered, the Deflect cost is not refunded.

Sequence of Events:

1. Finalization: You play your spell, declare the unit with Deflect as the target, and pay all costs, including the mandatory Deflect cost.
2. Chain: The spell is now a legal item on the chain.
3. Reaction: Your opponent plays Defy in response to your spell.
4. Resolution: Defy resolves and counters your spell. Because the Deflect cost was already paid to finalize the spell in step 1, it remains spent.