So... I set Shocktruppen on overwatch then "keep firing" makes him not lose his overwatch when he interrupts. If a player would run through 3 circles on shocktruppen's path, Can I activate the interrupt 3 times as well?

yes, the schocktruppen may choose to fire thrice and will not lose OW until next refresh.

There's even more: If another character enters your path in the same turn, your Shocktruppen will still be on overwatch and able to attack that character. The downside is that you only roll 3 dice for your attacks.