Quantum interferences are probably one of the most fascinating phenomena in chemical physics and, particularly, in reaction dynamics, where they are often very elusive from an experimental perspective. Here, we have theoretically investigated, using a hybrid method recently proposed by us, the dynamics of the formation of confinement quantum interferences in the photodissociation of a Cl2 molecule (B ← X electronic excitation) embedded in a superfluid helium nanodroplet of different sizes (50-500 4He atoms), which is to the best of our knowledge the first time that this type of interference is described in reaction dynamics. Thus, we have widely extended a recent contribution of our group, where interferences were not the main target, identifying the way they are formed and lead to the production of strongly oscillating velocity distributions in the Cl dissociating atoms, and also paying attention to the energy transfer processes involved. This probably corresponds to a rather general behavior in the photodissociation of molecules in helium nanodroplets. We hope that the present study will encourage the experimentalists to investigate this captivating phenomenon, although the technical difficulties involved are very high.