If a player has Mirri out and wins a challenge with a zero claim plot (IE Calm over Westeros) her reaction would still take place, correct? I believe this is correct as the reaction on her card triggers before the claim effect would take place.

Am I correct of wrong?

Mirri Maz Duur's Reaction replaces any claim effect, whether the claim is 0 or 5, so you are correct.

Mirri's ability is an interrupt, but the answer is otherwise correct.