In a intrigue challenges I use an event, I win the challenge with The queen of thorns and use her reaction to put Paxter Rewyne into play. After the challenge, I play another event this round, do it get reduced by Paxters ability? "Reduce the gold cost of the first event you play each round by 1."

Nope. Paxter reduces the first event (not the first he sees), so has no effect on the second.