Note that the FAQ entry above stating "you can't interrupt one action with a second action" appears incomplete, based on this response from FFG:
Q: "Hello! I am Roland Banks taking a fight action against an enemy. In one of the timing windows of the skill test, I want to activate a Shortcut (2) that is attached to my location in order to move to an adjacent location in hopes of discovering a clue from killing the enemy. Can I do this?"
A: "Thank you for your interest in Arkham Horror: The Card Game. To answer your question(s): Yes; as Roland Banks, you can use Shortcut (2)’s free triggered ability during an attack skill test to change locations so that you will be able to discover a clue from the new location if successful. Feel free to reach out to us if any more questions arise!"
Because Shortcut reads: " Exhaust Shortcut: Move." It counts as performing a Move action, which is apparently legal during a Fight action. It's not clear what principle prevents the Chuck Pilfer / Pocket Telescope / Pilfer combo.