The bonus damage will be mitigated and the stacks consumed if the attacks are dodged, parried, blocked, or if Xin Zhao is blinded. However, the knockup will still occur in all cases.
Spell shields will block a single attack, including the knockup of the third hit.
Three Talon Strike resets Xin Zhao's attack timer on cast.
Three Talon Strike has no cast time and does not interrupt Xin Zhao's previous orders.
The third attack's buff remains active for 5 seconds.
The cooldown will not begin until Three Talon Strike expires. As such, it cannot reduce its own cooldown.
"Three Talon Strike" has an input buffer during the windup animation of the attacks, preventing them from being canceled, but also preventing any commands during that small window. This is possibly a bug.
Critical strikes from the passive of Battle Cry are going to crit independently from "normal" critical strike chance. Meaning that if you build 100% critical strike chance on Xin Zhao (not considering Infinity Edge's bonus damage or other sources of critical strike bonus damage), every third basic attack will crit for 125 / 137.5 / 150 / 162.5 / 175% damage, and every other basic attack will crit for 200% damage.