Yes, and two independent events at 50% would have a 25% chance to get tails+tails.
There aren't two independent events. If a specific unit is selected to intercept and it's chance fails (Triplanes have a 50% chance and a few of the ships have a 20-40%) there is no fallback attempt by another unit. That unit gets past.
I'd seen this a lot when fighting Poland a few games back... they'd attack with one plane, I'd intercept. They attacking with a bomber and it'd get through... then their next bomber would be intercepted by my third intercepting unit.
With ships, your destroyers might still fire but do no damage (and message won't mention interception) but triplanes that fail to intercept won't always animate the attempt (a few times they will and the message will make no mention of interception just the core attack)
Something doesn't seem right here; I'm pretty sure Evasion reduces damage taken by Intercept, not a chance to avoid all of it. Also, I've never observed any interceptor unit (fighter or AA gun) fail; it's more a matter of damage inflicted. A Triplane may hurt but a Jet fighter slays
Depends on if the Evasion is an earned promotion or the inherent one. The earned one reduced damage while the unit attribute (mainly on Stealth) gives a chance for full avoidance.
And I have seen an intercept attempt fail and that is what caused me to look at inherent promos for units like Triplane and Destroyer because I wanted to know why they didn't intercept and sure enough they have a fixed percent chance to intercept (not reduction on damage but chance of not intercepting). If the die roll fails it still uses their attempt, they don't keep trying until they succeed if multiple air units are attacking.
From WWII Fighters onward there's 100% of interception from planes - so it's only noticeable on triplanes in that category... as for AA guns, they also have a 100% chance. Destroyers/Missile Cruisers have a 40ish chance to intercept and don't think anything still uses the 20% chance as of BNW (although promo is still listed under Attributes category of promotions).
About Fighters not intercepting Atomic Bombers, was that even a bug? I hate this feature (and disabled nukes for the same reason) but I thought that was how it was supposed to work.
Not a bug. Nukes are not subject to interception. It's intended for two reasons - first, they're doing a scripted event not a ranged attack and the mechanics work a little different (for instance intercepted Air Strike does less damage to the target and a bit to the interceptor whereas that wouldn't matter for a nuke, so unless your interceptor outright destroyed the atomic bomber - highly unlikely - it wouldn't have an impact anyway) and secondly because of the cost of using the atomic bomber (self-destruction) the weapon carries a guarantee of sorts - you get to use it and it does what it is programmed to do then goes away. I believe missiles (guided and nuclear) also follow these protocols.