Davy Crocket/Split Bullet: Confirmed.
I think calling this "confirmed" is a stretch. Given the odds of it happening and the legths and "help" they had to give it (stabilizing the gun, reducing the distance of the shot) and the number of tries it took for it to happen.
But that's not really the myth. Keep in mind that these guys aren't professional sharpshooters, which is why they needed that help to get on target. They never claimed they were as good as Davy Crockett. There's no need to test the assertion that it's possible for a sharpshooter to hit a target precisely and consistently, because we know that to be true. If they'd brought in an expert marksman, as they've done in various earlier myths, I'm sure he could've hit the axe blade fairly consistently once he got the range. Indeed, I get the impression that's what the guy in the creepy animal-skin cap was supposed to be there for, but Tory got in a lucky shot so the expert wasn't needed.
So the myth isn't about whether it's possible to hit the target dead center, it's about what happens when you do, namely that the lead ball splits in two. And that was confirmed. Although as I said above, I think the part about hitting two targets is busted on conservation-of-momentum grounds.