Pokemon-go – PokéStop cooldown

If they are performing their "attack" at the time your pokeball hits it, it will just bounce off them. Depending on the pokemon, this may sometimes look like just hitting them in the head and bouncing, while others have a more obvious deflecting animation.

To make sure they actually go in the pokeball, you have to hit it while avoiding this animation, which is sometimes hard to predict. It may just be bad luck if it happens frequently, but I find if you throw immediately after one of these, they are unlikely to do it twice in quick succession

Yes, you can keep attacking a gym as often as you wish, provided you have the Pokémon with health to do it. I think there is a limit to how much prestige you can have and the level of the gym, but you can train at a gym as much as you want without a cooldown, and you will get experience from it every time.

source: personal experience