I don't see the issue, either. Opportunity actions interrupt the actions that provoked them, immediate actions don't. It's quite clear in the Scalegloom Appendix. Combat challenge allows an immediate action when the kobold shifts, by whatever means. Kobold starts shifting, takes an immediate basic attack, then completes shifting. Although immediate actions are called interrupts or reactions, the interrupt doesn't actually interrupt the triggering action, unless it somehow makes it moot. For example, if the interrupt knocked the kobold prone, he would not be able to shift, but that is a consequence of being prone, not of taking an immediate attack. What IS confusing is that the interrupt does not actually interrupt, while the OA does.