If the response of venomous blade is canceled. ( after u lose a challenge put venomous blade back into shadows) can't I just respond again in the same response window just like catelyn stark (low)?

The difference is Venomous Blade is a response on a card that is in play, and as such can only be triggered once per "condition met". You only lost the 1 challenge, so you can only attempt to trigger VB once. If you lose another challenge that phase, you can attempt to trigger the blade again.

Catelyn Stark is a character who's ability is triggered from out-of-play and does not have any self-limitations. If she is cancelled, she remains in hand and you can use her ability again.