This may not be what you are looking for but I really enjoyed the Probability Lifesaver by Steven J. Miller. It is very thorough, emphasizes the importance of proofs and leads the reader through those proofs, fairly rigorous while leaving out some of the finer details, and helps to think through non-intuitive problems in probability theory. The style is also very accessible and readable.
The emphasis on proofs was especially appreciated. I am often tempted to skip proofs since I use probability theory for application and am not a mathematician. A lot of the proofs in this book are described in a style that tries to justify why one would try a particular strategy each step. The author leads the reader through the answer and tries different approaches, even ones that lead to failure, for the purpose of instruction. This was extremely useful.
I enjoyed this book because it gave me the confidence and appreciation of math that has made me more comfortable in reading more advanced and rigorous texts.