A status card's effect on a hero extends to certain other card actions and not just to basic abilities, correct.

For example, if Captain Marvel is Confused and I play the event card Crisis Interdiction, the Hero Action ( thwart ): Remove 2 threat from a scheme would be cancelled by the Confused status card. Is that correct?

Does that Confused status also apply to the second part of Crisis Interdiction if Cosmic Flight is in play?

It's correct. And it cancels the whole action. Also, the second part of Crisis Interdiction depends on the first part being successfully applied in full because it starts with "then". So it won't work if the first part doesn't.

@Khudzlin Thanks.

You're welcome.