"Two wrongs don't make a right," directly contradicts "An eye for an eye", which notion of equal justice predates Exodus, and is thought to come from the ancient Mesopotamian Hammurabi's Code of justice.
On the other hand, two negatives, sometimes make a positive... and sometimes they are just emphatically, doubly Negative, as in "I can't get no" which is followed by a consummation devoutly to be wish'd, be it peace, respect, sex, relief.
Take "not bad". It is a grudging way of saying "good". "Not terrible", "not useless", "not without merit", "not wrong", "not incompatible" etc. also do the same thing. The figure of speech is Litotes. Sometimes described as verbal irony, litotes is when an affirmative is conveyed through the use of two negatives.
"It is not that I don't want to do it..." is a cautious preamble to an excuse. In other words, I would perhaps like to do something, but I cannot or won't follow through. "It's not unusual" is usually followed by a "but" clause. It's not Unusual to see a cow, but it is unusual to be attacked by one.
"You can't say that I didn't warn you," is a gentler way of saying, "I told you so!"
If a person is "not unknown" to the authorities, it probably means that that person has a history as a troublemaker, at the very least.
All the best,
