If a creature card has “*” in its power, the ability that defines “*” works in all zones, including the stack.

Effects that affect a creature’s power (such as the one from Glorious Anthem, for example) apply only to creatures on the battlefield, not to creature spells on the stack.

Any spells or abilities that would counter Spellbreaker Behemoth or (once it’s on the battlefield) a creature spell you control with power 5 or greater can still be cast or activated and will still resolve. They just won’t counter that spell. Any other effects they have will happen as normal.