This has been documented for years in Annie vs Yasuo threads and Riot has not changed it.
If she stuns thru wall with her W it functions properly.
If she uses R to proc stun and it clips with the wall, sometimes it does not stun.
If she uses Q and it hits pretty much anything other than the wind wall it will use up the stun. But.
I can double check yet as I recall if the Q hits empty ground it actually does not use the stun.
To my knowledge due to the mechanics of her Q it must hit a valid target before it procs the stun.
Q procs on hit while W and R proc on cast. That is a critical difference.
This seems related to the risk/reward mechanic for Q as a single target refund-on-kill guaranteed hit spell.
In exchange for losing an AoE hitbox and having a longer windup, the Q is less likely to waste her stun.
Spellshields are supposed to proc and eat the stun. Sivir's special ability procs but I consider it a grey area.
Honestly if Yasuo by design does not use up her stun, then Sivir probably should not either.
Again Annie was intended to counter Yasuo and if his wall ate her Q stun charge it would weaken the trade.
That said, you'd have to be a bad Annie to be wasting Q casts on Yasuo. A rather bad Annie.
From the Annie side of this trade she needs to keep his Flow shield poked down with her super autos.
She needs to harass during the first few levels, keep him low and keep him away.
If he dashes close stun him with W then pop her Q and two autos into him. And E for insurance.
If you bait his wall at close range, try to sidestep and Q past it. For maximum laughs.
In trade if Yasuo can get a little jg help or swap to top, he can build enough burst to probably win against her late game.
But in 1v1 it seems like the Q mechanic is working as intended, just as it has for years before now.