Which one is correct, "What did happen?" or "What happened?"?
Both, depending on the circumstances. “What happened?” is simply a question of what occurred, in the past tense. “What did happen?” is asking for verification or clarification and, in speaking the question, “did" would be stressed. “The car is wrecked! Did you hit a tree?” “No.” “Well, what DID happen?”
Think of a single event that happened in Macbeth that could have averted Macbeth's tragic end?
Once he kills Duncan, I think he's irrevocably set on the path to his tragic end. So the event that could have averted it would have to be the moment when he says to his wife, "We will proceed no further in this business." If he had stood his ground, he might yet have succeeded to the throne legally and morally when Duncan died of natural causes or at someone else's hand. Another, somewhat less high-minded view would be that he might have been a successful king if he had not tried to thwart the witches' prophecy about Banquo. In becoming king, he was fulfilling their prophecy, but in trying to exterminate Banquo's line, he was going against the flow instead of with it. The result was that he failed in what he tried to do, and in his reaction to Banquo's ghost (which only he could see), he aroused suspicion in many of his nobles. If he had been content with the destiny the witches promised him, he might have lived out his life as a successful king even though he had no heir to succeed him.
How do you say "How could this happen" in Japanese?
There are various ways depending on how formal or casual (or exaggerated) you want to be. formal どうしてこんな事がおこれますか？ doushite konna koto ga okoremasu ka? casual: "i wonder how in the hell could this happen" sort of vibe 一体全体どうしてこんな事がおこったのだろう ittai zentai doushite konna koto ga okotta no darou (if you take off darou, then you are posing the question instead of saying "i wonder")