afaik you cannot do any responses to end of phase actions - I take it this is correct?

I've been using Fiery Kiss / Dale Seaworth for a while and using his response for both entering and leaving play .. but I expect this is incorrect as he leaves play at the end of the phase

I originally saw this trick on a tournament video - the commentators (Team Covenant) though it was great, I though it was great too and implemented it in my deck with no further thought

Shows you need to check these things, just because you see someone else doing it, even in a tournament, it doesn't mean it's allowed

You are correct that Dale's Response cannot be used if he leaves play during the "end of phase" framework window. The Fiery Kiss/Dale combo only allows for 1 use of his Response -- unless he leaves play for some other reason before the end of the phase, of course.