MustaKotka is bang on.
The important distinction between the two is that Kozilek actually hits the graveyard whereas blightsteel never does.
It's a "when" vs. "If" situation. Kozi says "when it enters the graveyard", which means it has to actually enter the graveyard for it to trigger. Blighty says "If it were to, do this instead" so it never actually enters or leaves the graveyard. Sorry for all those
Blightsteel Colossus players looking to get a free
bat from
Desecrated Tomb.
In this specific situation, Gyruda's ability will be what puts Kozi in the yard, and that ability has to finish resolving before anything else can happen (as a general rule, nothing can
disrupt a spell or ability once it's started resolving in magic). So while this ability is still resolving, you can choose Kozi while he's still in the yard (note that Gyruda's ability doesn't actually target so you can get around things like
Ground Seal). Once that ability has finished resolving, Kozi's shuffle can now resolve.
Gyruda's ability is basically the same thing as
Extract from Darkness, which folks have been using with the titans in this way for a while now. It's a neat little interaction. Glad it works the way you wanted it to.