You have 4 choices with every ship separately and independently
Remain in the sea zone and conduct combat (none, some or all)
Leave the sea zone, load units if desired, and conduct combat elsewhere,
Leave the sea zone and conduct no combat. (THIS IS A RARE EXCEPTION WHERE YOU NONCOM DURING THE COMBAT MOVE)
Leave the sea zone, load units, and return to the same sea zone to conduct combat (you can’t load units while in a hostile
sea zone),
This last one is the most confusing; it states that you cannot be sitting in SZ6 with an American fleet and load Korean or Manchurian Troops onto transports for an attack. The transports (or other ships) can move away, load and then return (or go elsewhere) and amphibiously land, but they can only land if you conduct a sea combat and wipe the zone clean a second time.
These rules exist to prevent the opponent from paralyzing your Great Fleet by building one ship.
They are an exception to not being able to move out or through a hostile sea zone.
If Japan places the ship in SZ 6, you cannot move through that square from SZ 4 to attack south of there however; the blocker is effective if you did not start the turn in the same SZ as the newly placed blocker.
They may still want the ship, as it requires a combat that stops all support shots, but remember, a kamikaze or scramble fight also stops the bombards. Any combat at all before the amphib, and no bombards.
Remember, Kamikaze cannot target bombers, subs or transports and thus cannot always be used to stop/stymy you during your attempts to clear the SZ during the new turn