Sorry, I don’t follow. Let’s say I want to compute a 50% confidence interval for the unknown mean of a Gaussian distribution. I sample two numbers from the distribution, get 9 and 7, compute the interval according to the trivial procedure and get (-∞, ∞). Does the interval (-∞, ∞) have a 50% probability of containing the mean of that Gaussian distribution? I would think it’s closer to 100%.
If what you are saying is “it’s meaningless to talk about the probability of that specific interval containing the unknown-but-fixed parameter” then that’s the purely frequentist view and then you also agree that it’s meaningless to say that [-2.31, 10.31] has a 90% chance of containing the location parameter of the Cauchy distribution that happened to yield the samples 3 and 5. Incidentally, what asymmetry are you referring to in the Cauchy example?