QI have a Shion, Immortal Aegis on the field with "For the rest of this turn, if it would take damage, it takes that much +2 instead." How much damage does it take if it is attacked by a 1-attack enemy follower?

AIt would take either 0 damage or 2 damage, depending on your decision.

When there are multiple abilities modifying damage dealt, the player who controls the follower receiving the damage decides the order in which the abilities are applied. In this case, depending on the order, the final damage taken can be calculated either of the following two ways:

1. Shion, Immortal Aegis takes 0 damage because you decide to apply its ability first, reducing 1 damage to 0. Then, since taking 0 damage doesn't count as taking damage at all, there is no instance of damage that would be modified by +2.

2. Shion, Immortal Aegis takes 2 damage because you decide to apply the +2 damage first, modifying the damage taken to 3, which is then reduced to 2 by Shion, Immortal Aegis's ability.

QIf I target an enemy follower selected by this follower's UB ability with a Dead to Rights, how much is its attack and defense reduced by?

AIts attack and defense would be reduced by 2. Modifying defense isn't the same as dealing damage.

QIf I attack an enemy follower selected by this follower's UB ability with a 0-attack follower, does the enemy follower take 2 damage?

ANo. When a follower with 0 or less attack attacks, it doesn't deal damage in the first place, so it doesn't trigger the "if it would take damage" ability.

QWhen does the "if it would take damage, it takes that much +2 instead" ability take effect?

AIt takes effect when the enemy follower takes combat or ability damage. Note that a follower with 0 or less attack doesn't deal damage in combat.

QDoes "if it would take damage, it takes that much +2 instead" include damage from abilities?

AYes, that's correct.