I think the question was worded as beautifully as it could be, Chelsea aren't that good, lol. Semi-finalist 1 = Chelshit / Palmeiras, then which other 3 teams will join the first semifinalist...
But what if I wanted to pick Palmeiras as a semi finalist?

Exactly, you have it already, but aside Palmeiras you still need 3 other teams to make the cut, except you want to pick both Palmeiras and Chelsea and at least that would guarantee you a confirmed semifinalist.
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@Trofo @cryptofrka, this is a unique question, like we could have done with a tennis bracket, are we allowed to pick two teams from the same bracket, lets say PSG, Bayern ?
Chelsea and Palmeiras is one quater final and we have separate question for that one. That one isn't counted in this question. You can pick all other teams that make it to QF.
That means you can purposely pick 2 from same game and have 1 guaranteed point. Meaning you loose for sure if your opponent gets all 3 correct but you win for sure if he gets none.