Can I fail guts roll (go prone, go to total cover) on a same order I failed an BTS save and got IMM ? (due to hacking or ADHL shot) ?
No. But the rules could be better written. Edit: here's the discussion which answer the question http://infinitytheforums.com/forum/topic/50775-guts-roll-and-going-unconscious/ Edit2: tl;dr you go IMM (during Step 8 Effects of the Order) and then (during Step 9 Conclusion) Guts is checked, but since you remain in an IMM state you don't Guts.
