So when playing last night, a situation came up and we did not know how to handle it.

Essentially, There was a hero with the insight token on him, and the prophet had the skill "Omniscience"

"3 fatigue - exhaust this card when a monster declares a hero with the insight token as the target of an attack, before rolling dice. Discard the insight token to cause the attack to miss"

Now, as the overlord I had the warlord card in my hand "Expert Blow"

"Play this card when a monster attacks a hero, before rolling dice. The Attack gains +2 damage and: Surge: return this card to hand"

What is the correct timing of this interaction?

The two effects have the same timing. Therefore, if they're both played, the active player gets to decide the order in which they resolve. There was a similar question I asked with FFG regarding "Uncontrolled Power" OL card and "Mana Weave" (which is the same issue, just after rolling dice.)

Essentially, it winds up being a game of chicken. The overlord can use "Expert Blow", but if he does, the Prophet can use "Omniscience", and the card will be wasted (it still gets discarded even though it's wasted on a miss). Once dice are rolled, neither of you can use your respective abilities. Until dice are rolled, however, both are still valid. In other words, there is no time that it is "safe" to use Expert Blow and he can't use Omniscience, nor is there a time he can be assured you're not going to use Expert Blow- until dice are rolled.

As the OL, you have the benefit of a secret hand. The prophet won't know (in most cases, unless it's prophet Mok) you have that card in your hand. My advice is to wait until the prophet exhausts his skill (or is low on fatigue), then use Expert Blow on the next attack.

Wonderful, thank you for the answer.

As a magic player there is often times that "priority" can be applied to some situations but we more or less came to the same conclusion regarding this specific situation.