This is working as intended:http://wiki.dominionstrategy.com/index.php/Donate
Effects that happen due to trashing cards (such as Rocks') will happen before you shuffle.
This happens between turns, and so Possession (from Dominion: Alchemy) will no longer be doing anything.
 Other Rules clarifications
End-game conditions are checked at the end of each player's turn. So if a player buys Donate and then empties the Provinces, the Donate effect will not occur.
Conversely, if two piles are empty and a player buys Donate, and uses its effect to trash Hunting Grounds, thus emptying the Estates, the game will not end until the end of the next player's turn."