While the drones can be destroyed, they cannot actually be targeted (so their destruction almost always happens because of area-of-effect weapons).
Of course if the parent vehicle dies, the associated drone will die as well.
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Minigun Drone
Has decent anti-infantry abilities, the main bonus is that since drones cannot be targeted, it is free to take out infantry as long as the parent vehicle stays alive.
Repair Drone
The most important drone, as it allows for field repairs! this drone will automatically look for damaged allied vehicles in a small radius around the parent vehicle, so you are basically turning the parent vehicle into a mobile repair station! because this drone is the drone that gets closest to vehicles, it is also the drone that tends to get destroyed the most.
Surveillance Drone
The first thing that this drone does is provide a nice shroud clearing boost (vehicles in the mod typically have very poor shroud clearing range). The drone can also detect stealth units in a decent range. Finally it will typically provide a passive boost to the parent vehicle (either a small up to 10% range boost, or a similar rate-of-fire boost).
Tesla Drone
The main thing that you should know about the tesla bolt from this unit is that it is similar to the mods Tesla Trooper bolt, in that it will briefly stun enemy vehicles. This obviously reduces the target vehicles battle effectiveness.
If your drone gets destroyed, you will get the option to build another one (and if the parent vehicle had a choice of more than one drone, you will always be able to choose from that selection).