What happens when a hero attacks a monster with a weapon that can stun during the Overlords turn using a guard action.

1.)The monsters turn end imediately and remains on the monster for the next turn

2.)The monsters turn ends imediately and the stun token is not placed

3.) The monster finishes its turn and then the stun token is placed.

As written, the stun token has no effect until the next time the monster is activated. From the basic rulebook, page 15:

"On that figure's next turn (or the next time the overlord activates the figure in the case of monsters), the stun token is discarded. If the figure was a monster, its action immediately ends."

Of course, if the hero attacks during the Overlord's turn, but before the Overlord has actually activated the monster in question, then it will affect the monster on the current turn.

3.

The Stun token is removed at the beginning of the next turn, then the monster looses its turn.

Logical? Not really, but the rules do not say a monster's turn ends when the Stun token is placed.

Actually, option 3 is not quite correct.

The Stun token is placed immediately after the attack, as opposed to at the end of the monster's turn, but it does not have any effect until the start of that monster's next turn.

Just quibbling about details.