Crits can't be dodged or parried though, so the scenario would never happen, unless I'm remembering rules wrong
IIRC by default you can attempt to dodge any attack, regardless of how many Wounds (positive or negative) the PC has. The one you might be thinking of is the Killing Strike talent (a starting ability of all Astartes), where if you make an all-out attack and spend a Fate Point, your hit cannot be dodged or parried.
No, I don't remember where I read it but you can never dodge or parry a critical sucess, no matter what. It may be a house rule from the group I started playing tabletop in over a year ago, but I have died more than once to a critical success by the hands of an enemy