Desert Soldier

[Talyn]

The game text for Desert Soldier mentions it can be used at the start of the skirmish. but it's also an optional choice.

So would a shadow player be able use that ability before any free people's skirmish events or special ablities such as Gandalf's Staff or Make a Run For It.

[HawkeyeSPF]

This would happen before events can be played, and only then, as it is a triggered (optional) action, the trigger being "start of each skirmish involving this minion". If you pass on this action and your opponent also passes or has already passed on his "start of skirmish" actions.