You provided two interesting examples, and I'm glad you did because they highlight the difference between immediate effects and lasting effects.
Immediate effects are effects that are fully resolved as soon as they are triggered, whereas lasting effects affect the game state for a specified amount of time. Because they always say something like "until the end of the phase" or "until the end of the round" lasting effects are easy to identify.
Let me use your examples to demonstrate: Chaos in the Cavern :
has an immediate effect (return all enemies to the staging area) that if it triggers creates a lasting effect (each Goblin gets +1 threat strength until the end of the phase). If there are no enemies engaged with players at the time Chaos is revealed, then it cannot trigger because no enemies are returned to the staging area. That means the "then" clause will not trigger and Goblins will not get +1 threat strength. Treacherous Fog :
works the opposite way. It creates a lasting effect (locations in the staging area gets +1 threat strength) that triggers an immediate effect (players with 35+ threat must discard 1 card). Since this lasting effect affect the game state, it will always resolve. Even if there are no locations in the staging area at the time Treacherous Fog is revealed, locations will still get +1 threat strength until the end of the phase. That means if a location is added to the staging area after Treacherous Fog is revealed, it will get +1 threat until the end of the phase. Because the lasting effect of Treacherous Fog always resolves, it also means the "then" clause will also always resolve.
So, if there are no locations when Treacherous Fog is revealed, it still resolves because it has successfully created a lasting effect. However, if there are no enemies engaged with players at the time Chaos in the Cavern is revealed, it cannot resolve its immediate effect and you should not resolve the "then" effect.
The FAQ says...
(1.15) The word “then” If a card effect uses the word “then,” then the preceding effect must resolve successfully for the subsequent dependent effect to resolve.
So, this is new to me.. dose this now mean that effects also do not trigger if the then fails?Treacherous Fog
When Revealed: Each location in the staging area gets +1 Threat Strength until the end of the phase. Then, each player with a threat of 35 or higher chooses and discards 1 card from his hand.Chaos in the Cavern
When Revealed: All engaged enemies return to the staging area. Then, each Goblin enemy gets +1 [Threat] until the end of the phase.
These two, and many like it... if the first fails... dose the 2nd part not happen? Like with the Fog, if you have no locations in the staging area... is that a fail? With Chaos is there are no goblins engaged.. dose that fail?,,, and with those failing.. the part after the "THEN" also fails right? This can not be right!... right?
Hidden Threat, Sleeping Sentry, Ill Purpose, slick footing,. .. etc etc etc.. many cards have effects that can fizzle.. these can not all have the text after the then fail as well right?