Act 4: Volcanic Golem + Shroud Walker Teleport During Enemy Attack Sequence

What is the the correct counter play to suddenly being at the epicenter of multiple enemy slams?

In A4 on the Isle of Kin, I ran into the two Volcanic Golem rares. One of the golems had Shroud Walker, Extra Cold Damage, and Extra Crits. It teleported on me mid attack during the set of three slams, as the damage on the second slam registered. The third slam landed and killed me.

I found it funny because it was like 100% Life to 0 in an unreactable instant. Might have been a funny death if I was playing Hardcore. It was amusing since Shroud Walker moves an enemy mid attack, regardless of any crowd control. Freeze, Pin, Electrocute, Freeze, Stun, Shroud Walker doesn't care