How long do concealment bonuses last?
Solution 1:
The shadowstrike bonus only counts while you're concealed. I have seen allegedly guaranteed sword attacks from concealment miss after the ranger is spotted before arriving and loses the bonus. Your soldier will be revealed after the first shot of Rapid Fire.
The overwatch bonus from an ambush lasts until the end of the XCOM turn, I think.
Kill Zone will never fire from concealment in the current version of the game, though I know that wasn't true when this was asked.