My issues with Attack-Gunner-Vader-Vader is that it would raise more questions than it solves.
Do you have to decide to activate Vader from the first shot before shooting the second time? If so what happens if the Gunner shot kills the initial target? Do you still have to activate Vader, do you still take damage from Vader? What about the second Vader use? Do you have to declare you are activating him before you resolve the first one? If the first Vader draws Direct hit and the target is destroyed what happens?
First question: No, of course you don't. He has been triggered, and waits to resolve while we deal with another card that triggers at the same time. The choice to use him doesn't come up until his turn does.
If the Gunner shot kills the initial target, or if the first Vader destroys it, then when the time comes to resolve (the other) Vader, you simply decide "No, I will not use him." Just as you could, for example, resolve Push the Limit, then come to Experimental Interface and decide "No, I will not use this."
Except that in this situation you haven't activated Vader. You have to trigger him at the same time as Gunner. You can't then decide not to perform his card. You merely decided to resolve Gunner first. If you don't trigger him then it is a missed opportunity.
Hence why Attack-Vader-Gunner-Vader makes much more sense.