I looked at the flowchart, but I'm still unclear about this.

In a 2 player game I was the first active player. After my opponent finishes her challenges but before the Dominance phase starts, can I play an event that says "any phase"?

yes you can

It's hard to understand. It's "timing". But "any phase", you can play it during the challenge phase, even if all player have finish their challenge. You say "sorry, but before the dominance phase, I have again one action"

Sorry for my poor english. Certainly, one of your compatriot can be clearer than me ^^