Order of effect - Damage vs. card effects?

My question arises from a battle in the KotFT run.
Sindragosa pulled out a Chromatic Dragonkin (2/3, whenever your opponent casts a spell gain +2/+2 …) . I cast Holy Nova to clear Sindragosa’s board, thinking it would take care of the Chromatic. The spell is supposed to do 2 damage (The CDK only had 2 HP at the time, so I thought the Nova would KILL it.)
Why didn’t the HN kill the CDK? What order is damage and card effect dealt? Can someone clarify?

The first clue is typically the card text. “When”/“whenever” effects always trigger before the triggering effect. “After” effects trigger, well, after them. So this is why Flare (the Hunter spell that destroys enemy secrets) gets countered by Counterspell (“When your opponent casts a spell, counter it” - so Counterspell triggers and the effect of Flare is cancelled), but Cat Trick (“After your opponent casts a spell, summon a 4/2 Panther with Stealth”) gets destroyed by Flare without triggering.

A second consideration is order of play. Whenever multiple effects trigger “at once”, they are almost always evaluated in the order in which the cards where brought onto the board. This is most often relevant for the order of deathrattles after an AoE removal effect. But it can also affect the result if multiple secrets are triggered, if multiple cards with an on-damage effect are damaged, etc.

Though not relevant in your scenario (where the health was added before the damage was dealt), there are also scenarios where a character can briefly be at zero health and then heal back. This happens when an effect has multiple elements that are applied by the game in order but are supposed to be considered a single combined event. A good example of this would be an AoE effect that hits all characters including your hero (e.g. Hellfire) but that is combined with a Lifesteal effect (e.g. Omega Mind). These interactions are rare, but they can be confusing the first time you see them. And to top it off, it is not always immediately obvious when multiple effects are actually considered sequential, and when they are evaluated in order but considered simulataneous.

(The official term for what I describe in the last paragraph is “death processing” - this is a phase that happens at certain times, and only during that phase will dead characters be removed and their deathrattles queued for processing. If a character is a 0 HP and not yet removed, it is considered “mortally wounded”, and a mortally wounded character can still be a valid target for some effects, such as e.g. healing).

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A good example of this is if you played Ragnaros and your opponent played Gruul. The Ragnaros hits Gruul for eight, but instead of dying, Gruul has his effect, bringing his health from 0 to 1.

Excellent example.
Both cards use “end of turn” so they “should” trigger at the same time. The game cannot handle that so it evaluates in order of play, and shows animations in order of play. So if Rag was played first, you’ll see that first and Gruul becomes 0 health, but then its own effect adds one health.
If Gruul would have had “start of turn” as his trigger, he would have been dead (because death processing happens after all “end of turn” effects have been handled).

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Thank you. MUCH clearer now.