Reaction of SeCl4 with alkene and possible consecutive reaction?
We humans are still at best mediocre at predicting the outcome of chemical reactions. Even computers are at best a little bit better. If there is no literature on this compound (and Orthocresol commented that he found none), no experiment has likely been performed and we cannot be certain.
You could find a computational chemist of your choice with free time and the appropriate software and let them simulate this reaction. This would allow a slightly better prediction as it would answer the question ‘is there a reasonable reaction pathway that this compound could follow?’ However, even when simulating ‘obvious’ reactions we chemists might overlook problems with a simple-looking pathway that make this pathway non-accessible in the first place. Thus, even if the simulation looks promising, the only true answer is to go into the lab and try it out.
On paper, your scheme seems promising. You may require additional base (maybe a weak base like carbonate will do the trick, maybe you need selective oxygen deprotonation e.g. by sodium hydride) or it may happen during the chlorination reaction.
There may be other side reactions. Without knowing whether it is applicable in your case, I would attempt to reseach potential non-classical cations and how they might interfer, in case this reaction would follow a more $\mathrm{S_N1}$-style pathway.
In addition, I wonder if an elimination reaction to a chloro-norbonene might be a competing side-reaction.
I don’t think that a nucleophilic substitution on the other chloride would pose much of a problem as five-membered rings are typically kinetically preferred over six-membered rings.