I can tell what they DONT DO stop any latching moves! ever had that time you stunned blitz but he already fired the hook. not even cancelled! and kled bear trap on a rope isn't cancelled either. your hit and he can still pull you in! I understand it hitting and damage still being dealt but the secondary effects stay. if its a non melee skill it will still fire and it will still have all the effects.
EndlessSorcerer3 votesWhy would being stunned after casting an ability stop the damage or CC?
The ability has already been used. It is going to take effect.
BlackFlux1 votesEven so some skills should be cancelled,and have there cool reduced by like half if so in the way like how sions decimating smash gets some cool refunded if stunned in some way. every used 
's aegis of the legion when late game 
is spinning? not fun. and don't go saying physics or momentum cause we have seen that can be stopped xD now that I think of it what happens when 
's ult hits sions. as sion cant be slowed or anything the azir ult is a small knockback. I will take a wild guess it doesn't stop and I took down a portion of this message.
Ralanr3 votesAzir's ult is a structure so it stops Sion (been a while since I fought an Azir though).
Sion's Q gets cancelled because it's a channeled ability.
EndlessSorcerer3 votesnow that I think of it what happens when
Azir's ultimate counts as terrain. It will stop Sion's ultimate if they collide.
Sion's Q is a channeled ability which is why stuns stop it.