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Here's the situation:

I take a Chaos Lord and give him the Axe of Ruin (The thing that spawns the Bloodthirster when he dies).

I also decide I'd like him to be super scary and give him a jump pack.

He starts the game in reserve, and one turn, let's say Turn 2, he arrives via Deep Strike.

Unfortunately, he scatters an obnoxious amount and mishaps. And, of course, I roll a 1 on the table. What happens? Is he removed as a casualty, and thus I still get the Bloodthirster? Or because he is never actually placed, he is never removed as a casualty and so I don't get the Bloodthirster?

Second question:

Same Chaos Lord, and same loadout. This time, I get a little more lucky and my Lord doesn't forget to activate his jump pack, and lands safely. He is then killed right away by some annoying Tau interceptor thing (or during the enemy shooting phase, or whatever, it doesn't really matter), and so the Bloodthirster is summoned. But he mishaps when he comes down. I get lucky and roll a 6, so he goes in ongoing reserves. Does he still lose those D3 wounds? Or does he actually have to be on the board to lose them?

Thanks y'all.

No idea. About either question.
I would play the first, by deepstriking a BT within 6 inch of where the guy landed. Which may still be of the board, in which case you would lose both. Because he is removed as a causualty as far as I can tell and it makes sense fluffwise if he uses his face to break the fall. (and the BT makes a dynamic entry from under the ground, kind of like that hulk movie)

As for the wounds. Really no idea here what RAW would be, but I would wait to lose wounds until he's actually on the table.

Does DS mishap state they are removed as a casualty?

The unit is "Destroyed". I'd assume that means it's removed as a casualty.

Well, they never state that "destroyed"="removed as casualties" outright.

What they do say is:
"When all of the models in a unit are removed as casualties, the unit is said to have been 'completely destroyed'." - p. 375 iPad version

and

"Models that are 'removed from play' by special rules or attacks are also considered to have been removed as casualties, as far as the games rules are concerned" - p. 375 iPad version

(Both are under: "Removed as a Casualty and Completely Destroyed")

Is this enough for me to claim I get my Bloodthirster? I have been reading it where "Removed as a Casualty = Destroyed" but "Destroyed =/= Removed as a Casualty". So I don't get one.

Kind of like the whole a Rhombus is a Square but a Square isn't a Rhombus thing.

Well, Removed as Casualty = Destroyed and Destroyed =..well...nothing really, since it's not defined.

It doesn't even tell you what to do, it just says completely destroyed . Which we play as removing the unit from play, which then is also considered to be removed as casualties.

So Technically you roll a 1 and end the game as the rules don't tell you what to do when a unit is "destroyed".

Reading the mishap part says that you only mishap in the first place if you cannot deploy, so you never even touch the table. So You could say that the unit simply ceases to exist and no rules fire off. Your opponent would gain a victory point though.

So I would wager that RAW means that you cannot deploy the unit and it is counted as completely destroyed. You do not remove it from play as a casualty since it never entered play. And so you would not gain a BT.

But personally, I would still play it as removed from play and generate BT from where it landed.