If Yasuo's windwall blocks all projectiles...

or when tahm spits a minion/monster? probably keeps going.

That projectile is coded as a minion, obviously. Like Jayce's portal once was.

It's projectiles, not entities, so the minion would just pass through. Plus, if the minion was kicked by an allied Sion, it wouldn't block since it's not an enemy ability (like how Yorick's Cage let's allied champions though, but not enemy champions). If the minion was kicked by an enemy Sion, the minion would have to be on Yasuo's side, so nothing would happen either.

On a side note, Wind Wall blocks Taliyah Ult. Riot, fix this

IMO windwall should block ALL projectiles, not just enemy ones