Yes one end measures the leg, the other the throat...leaves room for interpolation.. The video is a pretty good demonstration of their use... The last pic you attached you can check throat on a 1" filet, and leg on a 7/8" filet.
These gauges are only suitable for filet welds...other gauges are available are used for butt welds etc..
With this you can check leg and throat of 5/8 or 1/4" filets
Nomenclature