Just wanted a quick clarification. Suppose I have a (e)Royal Guard and an adjacent enemy and they try to move away from me with a move action. I play Parting Blow, perform an attack, and end up stunning them, along with me. Am I correct in assuming that they still will have already taken the move action as one of their actions (to gain movement points) even though they're now prevented from moving (unless they have a second action to clear the stun and then use their movement points)?

Correct. They use the move action to gain movement points, and when they attempt to use them and become stunned they are unable to voluntarily exit their space or attack until they clear the stun.

Move action finishes immediate, and way before they started to spend the movement points.

See also https://community.fantasyflightgames.com/topic/236042-massive-and-parting-blow-interactions/

To clarify;

The movement action is separate from the spending of movement points.

Even while stunned, you can take the Move action to gain the movement points.

You cannot spend those movement points until you are no-longer stunned.

Parting Blow triggers on the attempted spending of a movement point to exit the space adjacent to the Royal Guard.

Upon playing Parting Blow and successfully stunning the target, it can no longer spend the movement points and must remain in the space it was in before attempting to move away.