Hello,

Winter Reserves has the following wording:

Play only if it is Winter.

Any Phase: Play if you have lost a challenge this phase. Pay 1 gold to put Winter Reserves into play from your hand as an Army character with 4 STR, a (military icon), an (intrigue icon), a (power icon), and deadly.

This card is an event, but it states it's put into play as a character.

The Viper's Rage

Response: After you lose a challenge as the defender, all characters controlled by the attacker lose a (military icon), an (intrigue icon), and a (power icon) until the end of the phase.

Does this affect the Winter Reserves in the same way as other characters, or are they somehow immune or overlooked by the game as they are really an event card?

They are affected just like other characters. The only difference is that they will go to the discard pile if they are killed (and their text is gained rather than printed, so cannot be blanked).