Hi Ralf,
in my opinion failed means not able to do arp resolution
Probe-Failed means you defined a probe to test if the service is alive and this probe failed (i.e. a connect to tcp port x was not successfull)
In regards to your second issue: Normaly not, only existing connections might try to get this real if you have not defined a failaction. (i.e. if you are having a layer 3 rule everytraffic from the client will try to hit the real even if a probe fail occured except you have definend a failaction like reassign or something like that)
Hope that helps,
Joerg