Do all cards go back to their hand or do the cards I picked stay on the battlefield when I used shipbreaker kraken?
The cards go back to the hand. The only thing Shipbreaker Kraken can do to them is cause them to not untap. It doesn't do anything to keep them on the battlefield if they get sent back to a hand by Scourge.
In fact, it gets even worse. If you Scourge them back to your opponent's hand, and they play them again, they will be allowed to untap as normal. This is because once it goes to the hand and gets recast, it's a different "object". The "object" that was (let's call it frozen) frozen by the Kraken is not the same "object" that they play, even if it's the same physical card.
Long story short, if you're planning to throw out a Scourge of Fleets, try not to double dip on the ones that you target with the Kraken.
Bit of an aside that's a little too long for a comment:
This sets aside the fact that you're playing both Scourge of Fleets and Shipbreaker Kraken in the same deck. I'd have to say such a deck would be woefully underpowered in all formats, barring commander. Both creatures fill the same role: a large body with a mass removal effect. Given their mana costs, for any 60 card deck you can expect it to be too slow to use both of these. Simply put, one of these will be better than the other for a given deck/matchup. Even if you play 4 of the best one, would you really want to play 5 of these big guys?