Semi-structured interviews highly rely on the quality of follow-up questions, yet interviewers' knowledge and skills may limit their depth and potentially affect outcomes. While many studies have shown the usefulness of large language models (LLMs) for qualitative analysis, their possibility in the data collection process remains underexplored. We adopt an AI-driven "Wizard-of-Oz" setup to investigate how real-time LLM support in generating follow-up questions shapes semi-structured interviews. Through a study with 17 participants, we examine the value of LLM-generated follow-up questions, the evolving division of roles, relationships, collaborative behaviors, and responsibilities between interviewers and AI. Our findings (1) provide empirical evidence of the strengths and limitations of AI-generated follow-up questions (AGQs); (2) introduce a Human-AI collaboration framework in this interview context; and (3) propose human-centered design guidelines for AI-assisted interviewing. We position LLMs as complements, not replacements, to human judgment, and highlight pathways for integrating AI into qualitative data collection.

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