Scenario: My Dwarf Priest and my Human Warrior are simultaneously targeted by Cone of Cold. My Dwarf is closer so she gets hit first. Duck rolls, and succeeds, then my warrrior's armor roll and fails and he gets hit and encumbered, Cone of Cold resolves, but then Cone of Cold is not added to my hand due to Duck I will attempt to reproduce this in a further opportunity, because this happened yesterday and i did not have battle logs
My guess would be that Cone of Cold and similar spells are creating "token copies" of the card and applying them to each target, and Duck wasn't allowed to put the copy into your hand, but who knows. Also: holy crap, Duck seems like an amazing card.