Please explain the mechanic. For example, I thought that if a Haven unit attacks an Orc unit and deals 1,000 damage, and the Orc unit has 500 Fury points, then the 500 Fury points will absorb 500 damage, and only 200 damage will be dealt (60% absorption), resulting in the Orc unit receiving the remaining 500 damage + 200 = 700 damage instead of 1,000, and losing all its Fury. Or will the Orc absorb all 1,000 damage and receive only 400 damage, losing all its Fury? Or is there another option?

It's not even close to that. I suggest reading the manual. If your English is good, it's best to read the English version for 3.1. I haven't found a Russian version for 3.1.
The minimum of two numbers is absorbed:
60% of the initial damage or
(Fury points/1200)*(Orc stack's HP).
As a result, many thousands of damage will be absorbed in the late game.

I don't like playing as Axel, so I have few Paladins, and they mostly serve as support. So, both my hero and Paladins can remove spells from my strongest stack.

Axel himself, in my opinion, isn't that great. But converting units into Paladins provides the maximum benefit in terms of strength. If you create Zealots, there's simply no chance against Necropolis, and not even against Orcs either.

Doesn't the chance of removal depend on magic skill? I thought it only depended on the skill in the school of magic (Light) and the level difference. Inquisitors have a high skill in removing spells, so the chance of removal is 80% + the level difference. Using the formula, this would be 80% + (6 - 30 (for example, a level 30 hero) * 3 = a total of 8% chance (which is quite low).
In the late game, for evaluation, they usually take levels 33-35, and at that level, it's practically zero.

According to you, are Dungeon and Sylvand more protected from dark magic?

Dungeon, with Light magic, if it manages to cast a spell, is approximately the same, strictly due to Chain Lightning, i.e., a strong stack with immunity. However, I wasn't even thinking about it. Dungeon is very weak in the late game. All its dreams and efforts for a 20-30% chance of victory don't even materialize. Elves are, of course, more protected. They regularly have +45% resistance to all army units from Rogues and Luck. This will be more effective than the ability to remove spells with Paladins. It might be more difficult to remove spells, but who cares about that.
Dwarves are also better off than the Castle. Two stacks are immune to mind control, and you can use a rune to remove Subjugation, which is essentially the most dangerous spell because there is no corresponding artifact against it. Again, in my opinion, it's better than running around with a level 6 stack and removing spells instead of attacking