Is there any chance one may not get SGB units they ordered on primary issue? If so, why and how to improve the odds of success.
For all practical purpose, you will get what you bid for. So no need to worry about odds of success 
Bid what you need and that will be allotted.
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Apart from what Akash mentioned, these FAQs should help with other questions - Reserve Bank of India
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The FAQ shared above explicitly mentions that allotment is assured as long as the eligibility criteria is met -
If I apply, am I assured of allotment?
If the customer meets the eligibility criteria, produces a valid identification document and remits the application money on time, he/she will receive the allotment.
The eligibility criteria is addressed in a separate FAQ question -
Who is eligible to invest in the SGBs?
Persons resident in India as defined under Foreign Exchange Management Act, 1999 are eligible to invest in SGB. Eligible investors include individuals, HUFs, trusts, universities and charitable institutions. Individual investors with subsequent change in residential status from resident to non-resident may continue to hold SGB till early redemption/maturity.
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