if one of my figures has protected and damage shield on it.

does the figure attacking mine takes the "feedback damage", even though i don't take any damage thanks to proteced?

after all, it was a successful attack dealing 0 damage.

the same would work with damage shield and impervious.

if i'm able to roll 5 or 6, my figure wouldn't take any damage, but the oppsing figure would. again, the damage was reduced, the attack was still successful. right?

Correct. Damage Shield activates on any successful attack. So Protected, Impervious, even Toughness/Invulnerability - can all reduce the damage to 0 and the opponent would still be dealt 1 damage.

Just worth mentioning - Super Senses evades the attack. So if you avoid the attack through that, it would not result in Damage Shield activating.

Mastermind with damage shield is a good one.

Ooh. Mastermind/Poison/Armour Piercing/Damage Shield...me rikey very much!