A lot of the events you mention happen quite late in the time period and it's pretty rare for the conditions for them to happen are in place by then.
In my experience I would say the American Civil War is very common but it usually triggers quite early and very frequently the CSA wins. Austria-Hungary seems to be less common in recent patches but I have seen it happen, hopefully the upcoming Austria focused dlc will make it something more interesting than just a name and map color change. Germany is also fairly common, and I've seen the AI even form super-germany multiple times in the latest patch which is wild and should probably be way less common. The Opium Wars are extremely common and happen in the majority of all games still, but not always.
Italy forms pretty rarely in the current patch because they changed how risorgimento works in 1.9 and they are currently debugging it in the beta branch.
As far as I know The Great Depression has no in game content and can't happen narratively or dynamically, the economic engine in the game doesn't really have a good way to model events like that at the moment and I'd like to see it added someday so unregulated capitalism actually has some of its historical downsides.
The Russian Revolution has no specific scripted narrative content as far as I'm aware but given that it's at the very end of the game's timeline it would be challenging to ensure the very specific conditions that led to it are in place. Communist revolutions and civil wars certainly can and do happen in Russia although they tend to be more common in heavily industrialized nations which I think is fair.
To answer your question more broadly: there is a lot of scripted historical content in Victoria 3 but it's definitely one of the weaker aspects of the game at the moment. The devs are aware of this and have put a lot of work into making certain historical content more likely to happen (the Imperial Restoration in Japan actually happens pretty frequently now whereas at launch it basically never did, the Alaska purchase actually takes place now, etc) and are aiming to work in making that scripted content actually unfold in a more historically reasonable way in the future. For example right now the opium wars are a big slugfest between the entire British and East Indian military against 400,000 Qing soldiers who all have absurd debuffs placed on them to ensure they lose, but the game doesn't currently have a good way to model a limited punitive expedition with a relatively small amount of each country's military involved on each side and naval bombardments being a huge factor. It's a real weakness of the game and one I hope they address going forward.
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