if an attaacker with a cost of 1 is attacking my sentinel mark I and the attacker boosts himself to a 5 attack (so he is going to do 3 breakthrough, and i activate Mark 1's power to stun that character that is attacking, is his breakthrough still applied? or is he stunned immediately and his attack never concludes?

Attack becomes illegal the pump is wasted and no breakthrough damage is calculated

The Attack concludes, but you don't take any breakthrough.

The game sees that there can be no ATK/DEF comparasin between 2 stunned characters, and the attack resolves with no damage dealt.

Hope that helps. :)