Catelyn Stark: While Catelyn Stark is participating in a challenge, your opponents cannot trigger card abilities.
Rules Reference Guide: A duplicate grants its controller the following triggered game ability: “Interrupt: When the overlapping unique card would leave play, discard this duplicate to save that card. (Cannot be canceled.)”
Assuming Catelyn gained a Military icon somehow (Syrio's Training for example), would she prevent her opponent from triggering the duplicate save?
I'm assuming not, since the rules state the duplicate is a "triggered game ability" and Catelyn prevents "triggered card abilities", but the duplicate IS a card in the end, so I'm not 100% sure.