When Fenn grants someone the two free movement points do they have to wait until their turn to use them or can they use those two (only) to move immediately (only two)? I only ask because it will help people get out of the way of his shot.

I'll assume you're referring to Fenn's 1xp Tactical Movement in campaign: all depends on who's that "someone"

If Fenn give it to himself, then yes Fenn can use it whenever he wishes

If Fenn give it to someone else then it must be spent immediately or it's lost

Movement point received out of your activation must be used immediately, and any unused are lost.

If Tactical Movement gives movement points to Fenn, they go into his movement point pool, and can be spent before or after actions during his activation, but not during actions (or other abilities).