Assuming Azor's-Gateway-turned-Golden-Guardian's ability resolved, it will get to return transformed when that permanent dies "this turn". If so, it will enter the battlefield transformed as Sanctum of the Sun since Azor's Gateway is represented by a transforming double-faced card (C.R. 711.10, 400.7; see also C.R. 711.10a). See also this thread, which involves a non-double-faced permanent becoming a copy of a double-faced card.
EDIT (Dec. 17, 2020): Edited to conform to rule updates in the meantime.
Only if the Guardian you activated is the former Gateway. The other just has the same name, it is not the same object. Only the object the ability and its delayed trigger are refering to will be able to transform. Since the delayed trigger is created after the fight and thus the damage to both creatures is already done (but still during the resolution of the ability), you cannot activate the other Guardian to have it transform, too. Both creatures will die after one ability has resolved (both being 4/4s), so only one delayed trigger was created refering to the Guardian whose ability resolved. Nevertheless, if a DFC is instructed to transform or be put onto the battlefield transformed, this instruction can be carried out, even if it doesn't naturally have a transform ability.
EDIT (Dec. 17, 2020): Edited to conform to rule updates in the meantime.
Former Rules Advisor
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