When Archon Salaine Morn , who has her attachment (last breath) , attacks a Lurking Hormagaunt who uses it's ability and transfers all the damage to their warlord, does the Lurking Hormagaunt still get the -3 to attack?

It's a little hidden, but the question is answered in the RRG in the entry for "Dealing Damage" on p. 6:

"3. Take damage : Any assigned damage that has not been prevented or reassigned by a card effect is now placed on each unit, up to the unit’s remaining hit points. Any excess damage is ignored. If no damage is taken in this step, no damage has been successfully dealt. "

So, if no damage counters are actually placed on a unit at the end of the "deal damage" process, the game does not consider that unit to have been damages successfully. Therefore, there is no "After attached unit damages an army unit by an attack" triggering condition created for Last Breath to work off of in your scenario. There might be an "After this unit is damaged" triggering condition for the Tyranid warlord (if the reassigned damage was not shielded or prevented), but there is none for the Lurking Hormagaunt.

If this rule and/or outcome seems a little convoluted, think of it this way: Say that Morn (with Last Breath attached) attacks and all the damage is shielded. Would it make sense for the "after the attached unit damages an army unit by an attack" effect to be triggered? Probably not - because the shields stopped the attach and no damage was actually done to the army. The attached unit DIDN'T damage the army unit. Reassigning the damage to the Lurking Hormagaunt is pretty much the same thing - all the damage to the army was stopped, so no damage was actually done by the warlord. It DIDN'T damage the army unit.