Ending your turn "immediately" (PW Fanatic + Prayer of Desperation)

I was doing a Vengeance matchup - Prime Wardens Fanatic,  Bunker (Engine of War) and Dark Watch Mr. Fixer fighting Proletariat, Friction and Ermine - and came across an interesting interaction I hadn't seen before.  I was using Prime Warden Fanatic's power - you take damage,  play a card,  and anyone can use a power - and she pulled Prayer of Desperation out.  I know normally when you play it on your turn it ends things right away,  but this was the powers phase and I was allowed to still trigger a power use.  Not sure if this was intentional or there's something about doing this not in your card play phase that treat turns a bit differently (maybe your turn is already over, or the power use triggers retroactively because the Power was used before the card took effect?) I guess it's a bit of "how immediately is immediately".

You go to the end of your turn so you skip a draw but the effect from your power doesn't go away so you still get to choose someone to use a power.

The same thing will happen if, say, you use Don't Dismiss Anything and Scholar puts Know When to Hold Fast into play. He draws five, the rest of DDA resolves, and then he ends his turn.

That’s not quite correct. “End your turn” means “move to the end of turn step”. This happens before DDA finishes resolving.

The other notable interaction this causes is with Wager Master’s card which reverses turn order. Ending your turn moves you to the end of turn step, after which you proceed to the draw step, the power step, the play step, and the start of tirn step.

Also, this is how “end your turn” differs from “skip your turn” Skip skips all remaining phases in your turn, including the end step.

To be clear, "end your turn" means "go to your end-of-turn phase"; so your turn isn't done, but you may skip one or more of your previous phases.

"skip the rest of your turn", however stops everything and immediately goes to the next turn. You see this on Meteor Storm, for example.

Thanks for the explanations!  I now feel fully justified in my win :)  

Oh man, does that mean Prayer of Desperation or Know When to Hold Fast, played while Breaking the Rules is in play, STARTS THEIR TURN OVER?! It moves to their end phase, which is now at the beginning of their turn. Right?

Yes.  It's quite the fun interaction against Wager Master. 

It’s pretty clearly spelled out, too; I can’t believe I never saw it before!