Does the +1 effect stay on at all times? Like if I marshal him and have 3 kneel on my side he gets + 1 strength for each and lets say he initiates a challenge and an opponent kneels two to defend does that mean Rob gets +1 two times? and what if the opponent marshals using ambush to add on his defense and kneel does that mean another +1? what does in play mean specifically in relation to this card?

In play means exactly what has been defined by the rules (rr P9 "In play and out of play"). A card that has entered play (being being placed in setup, marshalled in Marshalling, or put into play using a card effect) is in play. Robert's constant effect always checks how many kneeling characters there are on the board (other than himself). As soon as another character is in the kneeling state, his STR increases. As you've identified, it stacks up rather well - especially given Baratheon's strong "kneel" mechanics and Robert's brother Stannis.

If it had meant to count only characters knelt this phase, or only your opponent's characters, or only your own, it would explicitly state so.

...and Robert's own state is irrelevant...standing or Kneeling he gets the bonus.