How do attachment function when attached to opponent's units. eg. DE attachments like Word of Pain or attaching a cloud of flies to Veteran Sellswords (could my opponent simply use it during their turn ?)

Does the owner maintain control, or does the player whose unit it is gain control? in extension of this, does this attachment (when in another player's zone) still count its loyalty for card costs?

[i was reading the Call of Cthulhu FAQ and they have a similar issue for taking control of a unit with an attachment - you do not control the attachment as well]

so...???

You control the attachment, even if you play it onto a unit someone else controls. Attachments in play that you control count their loyalty symbols. And I'm pretty sure you maintain control of the attachment even if someone else takes control of the creature (i.e. Your Will is Mine). You can find a definitive answer to that last one somewhere, I think its either in the official FAQ or the unofficial FAQ in my sig.