The correct answers are as follows:
Scenario 1: When the Panzergarde redirects the attack to itself, from then on it is treated, for all intents and purposes, that the Panzergarde was the target. Thus, the second attack could target the Bridge Troll, but not the Panzergarde.
Scenario 2: The Panzergarde cannot Intercept the attack against the Bridge Troll, since the Panzergarde is not a legal target for that attack, and Intercept specifically states that a creature can only Intercept an attack if it is a legal target of that attack. The fact that Reverse Attack can override the "being an illegal target" is irrelevant to this scenario, because Reverse Attack is not a part of this scenario in any way.
Scenario 3 (the Whirling Spirit one): If the Whirling Spirit Pushes the target away, then the target will not be able to make a Counterstrike (unless the target can somehow get back into the Whirling Spirit's zone before the Counterstrike Step). This is because a Counterstrike must be a melee attack, which can only be performed by a creature in the same zone as the target. In contrast, the target could make a Damage Barrier attack, because Damage Barriers do not have a particular range, so they do not check range (they have their own rules about when you can make them, which still apply here.)
interesting that you disagree on scenario 2. im not sure that is correct.
I Believe the reason why intercept have the wording "a creature can only Intercept an attack if it is a legal target of that attack" is related to something like Akiros Hammer doing its 8 dice attack vs conjurations only. THIS attack cannot be intercepted.
Im still on doubt about the chainlightning.