What happens if Kezan Mystic is played after Snipe?
Can Kezan Mystic steal a played Snipe?
Will Kezan be killed or will it steal the secret first and not be killed?
If you look at the Kezan Mystic on the Heartstone Gamepedia in the notes, you'll see it specifically states:
"Since Battlecries always activate before any summon-related Secrets, Kezan Mystic can steal a Secret such as Snipe and Mirror Entity without triggering it."