Has there been an occasion where an intern or an associate has been sued for the breach of confidentiality?

The whole firm, yes. For details, search LI.

Are your referring to https://www.legallyindia.com/convos/topic/179364-Nishith-Desai-Associates-Caught-in-India-s-Panama-Papers-dubbed-Desai-Papers-

In this case NDA has not been sued, nor has any associate of NDA been sued. Actually NDA has sued the husband of an associate who breached the confidentiality. The details of this matter are on https://nishithdesaiassociates.wordpress.com which should be read bottom to top.

True that. AFAIK NDA (or any of the associate) has not been sued for confidentiality breach, at till last month.

Is this "confidentiality club" part of original side rules of courts other than Delhi HC?

Only Delhi HC has framed original side rules for confidentiality club in India. Confidentiality Club has to be consituted sparingly and only in IP cases. Its sole purpose is to protect IP/trade secrets of a party, in case any of the filings disclose such IP. It is not meant to keep the proceedings confidential. The instant case is an exception.

This is scary stuff. If I leave my present law firm on a real bad note then can the firm bring such a confidentiality club suit against me with allegations that I have in my possession its privileged documents and IP, and get an ex parte order against me for search and seizure?

Your fear is real. Never burn bridges with your law firm particularly if it is an influential one.