if i play trunade and then play dust does dust come back to my hand

and is this true with all the other cards

If you played Giant Trunade and then chained Dust Tornado to it; no you would not get Dust Tornado back.

Dust Tornado would resolve before Giant Trunade so it wouldn't be there anymore.

ANY Non-Continuous or Non-Equipment Card that is chained to Giant Trunade is already "destined" for the Graveyard (or removed from play area, depending on active effects) once activated.