does an attacking ally deal damage then blow up
No, the triggered effect of Doomwalker will go on the chain in the Attack Window and will have to resolve before moving on. Combat damage is dealt during Combat Conclusion at the very end of combat, so the attacking ally will be destroyed before it can deal combat damage.
does a protector protect then blow up
Yes, Protecting does not use the chain, and once a Protector Protects it becomes the defender and the original defender is no longer involved with the combat.
does a tap power take effect then blow up
No. An activated power will be added to the chain, and then Doomwalker's triggered power will be added to the chain and resolve first. However, once a link is added to the chain it becomes independent of its source. So it doesn't mater if the the card with the activated power is destroyed, the effect on the chain will still resolve.
does an ability or equipment exaust then blow
Yes? Is there something specific you're referring to here?
or do they all tap then blow up before they get to do what they were trying to do?
Who's doing the what huh?
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Remember: with great power comes great current squared times resistance.