Here's my understanding of how it works:
Horses' Interupt doesn't complete until Enslaved By Egypt completes, which does't complete until Zeal competes -
So, Zeal completes, kills shishak, at this point EbE says, 'hey cool, I can still activate on someone, capture Phin.' At which point Phin is captured, then Horses says, 'cool, EbE completed, so now I'm complete.
In short, Ebe captures Phin under the interupt of Horses
