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When you play an action, is it set aside until the turn ends because I've seen people do that? Or when you play an action, is it set aside until it fully concludes its skill?

All actions (and cards you flip for the battle) go into the played area until the end of the turn, when they are scrapped. (Secret Actions may stay in the played area a little longer).
Source: Wizards of the Coast (2019-04-12)    【Link to Ruling】
Tags: Play