here is my question:

challenges fase: i am the active player and i have

"black cells": House Baratheon only.
Response: After a card comes out of Shadows, kneel The Black Cells to choose an opponent's character. Until the end of the phase, that character cannot kneel or stand.

Steelshanks' Reserves: No attachments.
During the challenge phase, the active player gains control of Steelshanks' Reserves.

I bring a shadow to play and use the response with the "cells". Can i target the "Reserves"??. I have control but my opponent is the owner.

Thanks

No. Phrases like "Opponent's character" and the like are always determined by who controls the character at the time, not who owns the card. Unless, of course, the card actually specifies determination by ownership rather than control.