Can I just confirm that using Ambush is a player action

My opponent wanted to ambush a character into play after resolution but before the claim was paid ... but there is no action window

Also, if a defender declares no defenders and someone wants to step in a support, I take it there is no action window before the supporter's defenders are declared

thanks

Yes. Ambush is a player action. According to the definition in the rule book, it is played as an "Any Phase:" triggered effect.

As for your melee question - you are also correct there is not any action window between "declare defenders" and "declare supporting defenders". However, the player offering to support could make the suggestion "if you want to let that go unopposed I can defend it for you". Do this during the Player Action Window before the "Declare Stealth and Defenders FAW". Then they can still ambush in things, the other player lets the challenge to UO and then they can support.