playing a game with Quicksilver

It's right, but wrong... or maybe right, I don't know and the publisher itself doesn't know. From hallofheroeslcg.com:

I assume that something like Side Step can only be used on damage from the attack itself, not damage from a side effect of the attack, such as a boost effect, or Crossbones’ Machine Gun?

Yes, that is correct! – Boggs (Facebook)

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Shadowcat...

- We affirm that defense events can be played outside of an attack if their triggers are otherwise met, and we affirm that you cannot be considered to have “defended” against a “non-attack”.

- Crossbones’ Machine Gun is interesting because it has an Interrupt ability which means it must resolve before its trigger, Crossbones attacking. By that logic, it can be treated as damage from a non-attack, for which you COULD use Side Step in response to it while in Vision’s Intangible form, because you are not making “a defense.” (This would be different if the ability wasn’t an Interrupt, or if it instead boosted Crossbones’ attack, because a Defense event played during an attack is by definition “a defense”, and an Intangible Vision cannot defend.)

- Your assumptions about Shadowcat’s Phased form seem correct, if she uses Side Step as a response to Crossbones’ Machine Gun, she has not made “a defense.”