Garrisoned Troop Behavior

Who dies first

When shooting at garrisoned troops, the result appears to be random, but according to priority; you can kill units on the other side of the building even if the building appears to be blocking all the bullets.
In a Sniper vs. Sniper situation, if the bullet hits, the sniper out side will always kill the sniper in side the building regardless the position of the garrisoned sniper.

Who fires first

When shooting out of the building, it gets a bit more complicated, test involved four types of weapons, MG, Sniper, Infantry AT, and standard rifles in the same building. The test is done on the side of a large building with only one window. The findings are as following :

There is no weapon set-up time while priority shifts, only aiming time are wasted.
Longer range weapons will usually get priority when the target is far away, which means your AT troops won't block the window if the sniper can take a shot.
MGs will always target Infantry Squads in range.
Sniper gets priority when facing British Officers and other Snipers, MG will not come to the window.
American Sniper would not fire on most of the far away tanks and vehicles, while Wehrmacht Sniper would.
The AT troop will use the window if Vehicles and Tanks are present, even if infantry are in range. This also applies to Infantry Halftrack and Bren Carrier.
MG42 team would not fire on most of the tanks, but the Wehrmacht Sniper will.
HMG team will fire on tanks and vehicles once it is in range of the weapon.
Motorcycle = Special...

Basically:
Tanks and Vehicle: AT weapons unless out of range.
Super Elite Infantry: Sniper
Infantry Squads: MG

Motorcycle

A special section dedicated to Wehrmacht Motorcycles due to their extremely interesting AI behavior.

None of the heavy weapons tested (Snipers, Panzerschrecks, MG42, HMG, PIATs) fired on the Motorcycle except for the Vickers HMG from Commandos.
When a motorcycle approaches the building and get close, only standard Rifles or SMGs are used.
MG teams, AT squads would perfer to shoot it with their weaker weapons.
All heavy weapons will switch to Rifles and SMG as the bike approaches, even if the MG or AT are already engaged with infantry or armor.
This means, you can effectively use motorcycles to “protect" your other units, because AI will target the bike first.
Note this is only the case if there is only one window to fire out of, it is not tested with multiple windows.