If your Pokemon is confused, and it uses a move like Shock Wave that will never miss, is it possible for it to hit itself in confusion? After all, the move should never miss, right?
Yes, it can. The confusion chance happens first, then the "never misses" only comes into effect when the move is actually used.
Regardless of what move it uses, when confused it will hit itself.
Paralyzation or Sleep will goes first for obvious reason.