I never thought of this ...
I'm going to guess that nothing happens at all. That if you favorited the pre-migration question, that favorite stays and nothing happens on the target site.
- Your user account may not exist on the target site.
- A closed post is still present in the system.
We'll run two tests:
What happens when you favorite a question and it gets migrated later?
We collectively ran the experiment of favoriting a question pre-migration, and then got it migrated. (Don't worry, it was a correct and valid migration.)
The results were as I'd expected: My favorite remained on SO, and was not migrated to SF. So there you have it, favoriting has no effect on a pre-migration question.
Can you favorite a question which has been migrated?
This is actually an after-the-fact test -- can you favorite a closed-and-migrated question?
Yes, you can. And it is a favorite on the originating site. It is not favorited on the target site. This makes sense to me, based on the logic above. (Note: I have unfavorited it.)