Do people ever have a pneumothorax and atelectasis at the same time?

Yes: Pneumothorax is abnormal air around the lung causing the lung to collapse. Atelectasis describes areas of the lung that are collapsed & not getting filled with enough air.

Actually is likely: A pneumothorax is caused by a hole in the lining over the lung, and air gets outside the lung. That causes the lung to collapse - which is what atelectasis is.

Yes: Atelectasis (at-uh-lek-tuh-sis) — a complete or partial collapse of a lung or lobe of a lung — develops when the tiny air sacs (alveoli) within the lung become deflated. Pneumothorax results in "collapse" or unexpanded lung. Effectively, an extreme degree of atelectasis.