As to other heroes the answer is in the latest FAQ.
Q: If a skill or ability allows a figure to gain movement points during another player’s turn, when can those movement points be used?Although I'm not so sure as to the Syndrael her self.
A: Any movement points gained during another player’s turn, such as if the Wildlander uses the First Strike skill with the Running Shot skill during the overlord’s turn, must be used immediately. If these movement points not used before the active player resumes his turn, the movement points are lost.
What I'm not sure is whether this heroic-feat-move-action can be interrupted. It seems to me that it can. Although it is Spceial (Heroic Feat) Action it brings down to a normal move action.