Simple question: Blaise does not have to deal damage with his attack to spend a surge on his Interrogate ability, correct?

(More specific example: he could shoot at someone 15 squares away but still in his Line of Sight, and/or have his target roll a Dodge, and as long as at least one surge isn't canceled, he could use Interrogate.)

Menace and Interrogate are not Blast, Cleave or Condition keywords (and the ability does not explicitly ask for damage to be suffered), so the target does not need to suffer damage for them.

Okay great, just wanted to make sure I had that right. Thanks!

If an ability like interrogate included blast or cleave or focus or stun I believe it would still take effect because it's not a 'keyword', the effect is wrapped in an ability. Which is why Kayn can focus figures as part of the attack and not need to do damage.

Correct, but not quite for that reason.

Kayn's surge ability for giving focused is also not Blast, Cleave or a Condition keyword. The effect is written explicitly and the attacker/target is not getting a condition from a Focus condition keyword but given the focused condition itself directly.

I.e. Focus, Hide, Stun, Bleed, Weaken are the condition keywords, while focused, hidden, stunned, bleeding and weakened are the conditions themselves. The conditions themselves are not subject to the timing and other requirements for the Blast, Cleave and Condition keywords. (I tend to write the conditions with lowercase to make the distinction more clear.)

For Blast and Cleave though, because they are the actual keywords, it would depend on how the ability is written. (I.e. just wrapping a keyword with other text does not stop it being a keyword which will be resolved after the attack resolves and require the target to suffer damage from the attack.)

Just to double-check, Davith Elso has to deal damage to trigger Fel Swoop, because it contains the Hidden condition correct?

Fell Swoop (both skirmish deployment card and class card) does not contain the Hide condition keyword, and it also does not contain requirement that the target suffered damage. So, Fell Swoop can be triggered by spending two surges even if the target did not suffer damage from the attack.

(Read my previous post above about the difference between condition keywords and directly getting conditions.)