Learn Italian: Avete mai provato questa torta? - Have you ever tried this cake?

You're right that mai is often used for "never", but that happens when it is paired with non (like non avete mai, meaning "you have never"). When mai is used in a question without non, it translates to "ever".

Why is mai placed right in the middle of the verb avete provato?

In Italian, short adverbs of time and frequency like mai, sempre, and già usually sit right between the helping verb (avete) and the main action verb (provato). This "sandwich" pattern is a very strict rule for the past tense!

Who is this question being asked to?

It is speaking to a group of people. Avete is the "you all" (plural) form of the verb avere (to have). If you were asking just one friend, you would use the singular form and say Hai mai provato questa torta?

Why does it use questa instead of questo?

Words for "this" have to match the gender of the noun they describe. Because torta (cake) is a feminine noun, the masculine word questo changes its ending to become the feminine questa.