If I win a challenge during the plot phase, e.g. after brining out Shadow Politics, what would be the claim value if we have not revealed plot cards for the new round

If there is no revealed plot then it would be zero claim(this can only happen in round 1 before the first plot is revealed).

Any other round should have a revealed plot from the previous round and you would use that plots claim value.

There is a common misconception that revealed plots go to the used pile at the end of the Taxation phase, so every Plot phase begins with no revealed plot. This is not the case. The FAQ does include an entry clarifying that it is the act of revealing to new plot that moves the old one to the used pile. So the plot from last round remains your revealed plot from the beginning of the current round's Plot phase until you reveal plots for that phase.