answer:
Irony
A pilot has a fear of heights.
A fire station burns down.
A marriage counselor files for divorce.
Litotes
Her cooking isn't terrible, exactly.
Geoffrey, this isn't rocket science.
All in all, she wasn't a bad dancer.
Paradox
If I know one thing, it's that I know nothing.
This is the beginning of the end.
I'm a compulsive liar
Explanation:
Irony
A pilot has a fear of heights.
This situation is ironic because airplane pilots spend most of their time at work high in the air.
A fire station burns down.
This is unexpected because one would assume the fire chief would keep his own building safe.
A marriage counselor files for divorce.
This is ironic because the expectation is that a professional who coaches couples through rough patches would herself have a strong marriage.
Litotes
Her cooking isn't terrible, exactly.
(i.e., It's actually great.)
Geoffrey, this isn't rocket science.
(i.e., It's easy.)
All in all, she wasn't a bad dancer.
(i.e., She was a good dancer.)
Sources:
https://examples.yourdictionary.com/examples-of-situational-irony.html
https://examples.yourdictionary.com/examples-of-paradox.html
https://examples.yourdictionary.com/litotes-examples.html