Can somebody please explain if you can trigger "pinishment of thieves" after putting the honour guard "into play under you opponents control", since it has a different wording then the "takes control of one of your cards" in punishment" ?

Thanks in advance!

There is no combo.

The "takes control" wording of Punishment of Thieves means that in order to trigger it, there has to be a change in control. The Honor Guards come into play under the control of the an opponent, so there is no point at which you control the character before your opponent does. (Remember that "control" is an in-play concept and does not apply to cards that are not in play.) Since control does not actually change when you put an Honor Guard into play, the play restrictions for Punishment of Thieves is not met and you cannot play the event.

Curiously enough, the player you gave the Honor Guard to can use Punishment of Thieves on you when he/she wins a challenge with the Honor Guard and you take "back" control of the character.