The card says: Marshaling Action : Kneel Lordsport Shipwright to choose and kneel a location with printed cost 2 or lower. (Printed cost 3 or lower instead if you are the first player.)

I was just wondering how tight the window for this card is, can it be used at any time during marshalling phase or is initiative important? can it for example be knelt to kneel a location that just entered play and it is someone else's turn to marshall?

a possible scenario

Player A who is first player marshalls Kingsroad: Marshaling Action : Kneel and sacrifice The Kingsroad to reduce the cost of the next character you marshal this phase by 3.

and just as he/she is about to kneel it and sacrifice it Player B says I have an action to perform and kneels it for him

this scenario sounds a bit like who is faster to react because when I marshall Kingsroad I can actually put it and tap the card instantly, or do I have to ask an opponent if he/she would like to perform any action after every card is marshalled? something tells me there must be some rule to determine that other than reflexes :-) thanx in advance for any feedback

Initiative is the deciding factor, if anything. Reflexes or "speed" is not involved.

Marshaling phase player action window

The first player always has the first opportunity to act during this action window.

In addition to being permitted to initiate “Action” and “Marshaling Action” abilities (like all players), the active player is also permitted (when it is his or her turn to act) to, as a player action, marshal a character, location, attachment, or duplicate. Action opportunities in this window continue in player order until each player has consecutively passed.

TIMING NOTE: Any player may also initiate Interrupt or Reaction abilities if the appropriate triggering condition occurs.

So the way this would go is, if I were first player:

1. Action: Marshal Kingsroad. Priority for actions passes to you. Under normal circumstances, I can just do all my things because typically there isn't a lot for the other player to do while I'm marshaling cards, but because you've got a relevant Action in plain view, in this instance I do have to slow my roll and let you do your things too.
2. Action: Kneel LPSW to kneel Kingsroad.
3. Action: I Marshal The Wall, now that I see your LPSW is no longer a factor. I would have liked to have used that 4g plus the Kingsroad to drop Old Bear Mormont, but them's the breaks.

Actions just go back and forth, back and forth and in a perfect world, you'd pause and say "action?" after each one. But normally people just do their things, and the other player sometimes says "excuse me, but I have an opportunity after you do X, and at that point I'd like to go ahead and do Y." It's usually pretty simple to walk it back.

this scenario sounds a bit like who is faster to react because when I marshall Kingsroad I can actually put it and tap the card instantly,

You cannot " kneel the card instantly" because it is a Marshaling Action, not a reaction. If you were to " kneel the card instantly," you would be taking two Marshaling Actions in a row, which you are not allowed to do.

do I have to ask an opponent if he/she would like to perform any action after every card is marshalled? something tells me there must be some rule to determine that other than reflexes :-) thanx in advance for any feedback

Yes. It is stated in the rules that during the marshaling phase, players take turns triggering actions, no matter who the active player is. This scenario isn't about "reflexes;" it's about the basic timing structure of the game.

thanx for informative answers