You can blow a hole in a wall with a grenade, and suffer no damage.
Just line up right next to a wall tile and plot a one meter, half tile Direct Fire order into it. Bang! There's a hole in the wall and your Marines are magically unharmed, you cheat.
It's possible to turn off a guardian's shield before it takes damage, but after it has shielded units.
With splash damage (from explosive or implosive weapons), the damage is calculated based on the distance and the unit's armor and any cover between, at the moment the blast goes off. But the time that damage is applied to the unit depends on how far it is away from the blast. You'll have noticed that if a unit is exposed to a blast when it occurs, but behind cover by the time the shockwave comes, it still takes damage. This also works in reverse. A unit can be safe when the blast goes off, then move through the shockwave unscathed.
With guardians you can exploit this. Simply, if your guardian's shield is up when the blast goes off then the shielded units are fine. If it's down when the blast reaches the closest edge of the shield, then the guardian is fine. It's just down to timing. I've never managed or tried to do this intentionally with an oppenent's explosion or implosion, but it is very easy to time it with your own warps.
You can tell if any door has been open or destroyed from anywhere on the map.
Terrain Fire does not quite work as you may expect it to. Obviously, if your units sees that the terrain it is tagetting is destroyed, it won't target it any more. Less obviousy, if the terrain is destroyed, it will stop targetting it whether it's seen to be gone or not.
Doors are considered as destroyed terrain when they are opened and they remain destroyed for the rest of the turn even if they close again.
So, say there's a door through a strategically vital building across on the other side of the map that you want your medic to monitor from inside a bunker. All you need to do is terrain fire repeatedly at the door in question with the medic. If he stops firing, then it's been opened.