Ok, if you fail escaping from interdiction you shouldn't take damage, if you are failing to escape and it looks obvious you are going to be beaten then quickly zero the throttle, this will drop you to normal space with no damage and no extended FSD cooldown. Your attacker will however have the extended FSD cooldown and damage because your exit forces him to drop out unexpectedly. When interdicted set throttle to 75%, don't leave it at full, that's a common mistake for beginners, 75% puts it in the blue zone, that will give you better maneuverability and better chance to escape. Not sure why you are suffering damage when losing interdiction, mind you it's been so long since I lost an interdiction maybe I am wrong and you do, not going to get anyone to interdict me to find out, someone will let us know the actual situation soon enough.