Interrupts can't interrupt interrupts
My current understanding is that an interrupt can't be interrupted by another interrupt.
So normally when someone shifts, Brock can interrupt them and hit them. And he has another power (combat superiority) that says that if he's interrupting someone's shift with an attack, and he hits he stops the movement.
But if someone's shift is an interrupt then he can't interrupt them.
This matters because Kobold Dragonshield's have an ability (interrupt reaction) that allows them to shift whenever someone moves adjacent to them.
In this case Zaram took a Move action -> then the kobold reacts and shifts away -> (no interrupt from Brock) -> then Zaram completes his action (but he can't attack that kobold if it's shifted away from him).
Brock didn't get to interrupt and make an AoO.
Compare with Brocks Passing Attack
Attack first Kobold -> since he hits he can move but it's still part of the same standard action neither of the Kobold's "interrupts" have triggered yet (because it's a reaction it goes after) -> Brock makes second attack -> now Kobolds get to move (because Brock's action, in this case a standard action that involved moving is complete).
If I'm wrong we'll run the next combat differently, but that's my current understanding.
Also see
this post. Key points
only 1 interrupt a round and
Brock can only AoO/shift block a marked enemy.