Can I use him to grab/play a reinforcement event/char? I want this to work but the 'then shuffle that card into your deck' part of the text has me worried. I think it should work, I'm just not sure if I think so because I want it to work

If the conditions are legal for you to play that reinforcement event (i.e., you have lost that type of challenge this round), then you can use KotS Robert to play it from your discard pile. Then it's a character. Then, when Robert's ability looks for an event to be shuffled into the deck, it doesn't find anything, because that event no longer exists (it's a character now). So yes, it works.