EFF, I haven't forgotten you. Its just I think there was some flaw to my logic earlier and wanted to be sure not to post anymore incorrect info. Here is the correct answer.
703.3 If multiple triggered effects trigger simultaneously, they will all be added to the chain the next time the game instructs players to add triggered effects to the chain. The primary player gets to choose in what order his or her triggered effects go on the chain, and then they are added to the chain. Then the next player clockwise from the primary player gets to choose in what order his or her triggered effects go on the chain, and then his or her triggered effects are added to the chain on top of the previous player's. Then the next player clockwise from that player does the same, and so on. (See rule 506.3.)
Okay, you are the Gotham Knights player in this scenario. You've attacked Donna with three team attackers and GCPD HQ on the field. Both effects are Trigger Effects and happen simultaneously. This rule clearly state that they are added to the chain. (Keep in mind all this triggers as Donna becomes stunned)
So the primary player (the player whose step it is) places his effect (GCPD HQ) on the chain first. Then, if he adds nothing else to the chain, he passes clockwise to the next player and he/she adds Donna's effect to the chain.
Since Donna's effect was place last on the chain, it resolves first and she returns to the hand, then GCPD HQ's effect resolves with nothing to KO.
Also keep in mind that either way Donna's controller is going to take stun endurance loss. Her effect is "when she becomes stunned" not like toads which is "if he would become stunned"