I have a doubt. Can Jeyne Poole cancel Ser Mandon Moore's challenges effect?

I don't think so. If Ser Mandon Moore enters play it is because his ability has already been resolved (if not, he would not be in play right now). So you cannot cancel his Challenges ability because it has already been resolved once he comes out of shadows.

Hmm. Since cancels interrupt things in progress, there is an argument for Jeyne being able to cancel a triggered effect that brings a card out of Shadows. She does seem to be geared more toward "after this card comes out of Shadows" Responses, though. You may want to send it in to Nate to make sure.

But if it is in progress it's not coming out of shadows yet... Send it to Nate and tell us what happens in this case

Nate responded very quick:

"Jeyne can cancel the effect that brings Mandon Moore out of Shadows. The gold would still be paid, and the end result would be that Mandon Moore is still in Shadows. (The player would be able to trigger the effect again if he has the gold.)

Jeyne cannot cancel the "After you win a challenge..." effect of Mandon Moore, because she only responds to a card that just came out of Shadows. (She can only respond in the same response chain that initiates when the card comes out of Shadows triggering any effects.)"

Nice to know. Thanks Rogue30!