So then ordered to shoot immediately (2,3,4)
I believe the answer is:
on the spot
'immediately' is the definition.
(I've seen this before)
'so then ordered to shoot' is the wordplay.
'ordered' indicates an anagram.
'to shoot' becomes 'pot' (I've seen this in other clues).
'so'+'then'='sothen'
'sothen' is an anagram of 'onthes'.
'onthes'+'pot'='ON-THE-SPOT'
(Other definitions for on the spot that I've seen before include "Where face cream may be applied" , "replacing ball from pocket here?" , "Snooker balls may be" , "In a difficult position, forced to decide" , "Challenged" .)