If Cho is put into stealth by either Tyrande's ult or Medivh's level 20 talent, does Gall casting an ability break the stealth?
It doesn't break the stealth. Cho and Gall are considered different units in terms of damage dealing, as you might've seen in the score screen. It is the same interaction as when Abathur uses Symbiote on a stealthed Hero - he can attack freely while the Hero remains stealthed.
As a result, any action that will usually break the stealth / dismount a Hero cannot happen/will not interrupt if it is performed by Gall, since the body considered is Cho. For example, Gall's level 1 talent, Nudge, cannot be performed if Cho is mounted, as such a movement will normally dismount a Hero. However, Gall can still use all of his Basic and Heroic Abilities without dismounting or breaking stealth in this case.