What if I play:

1) O Elbereth! Gilthonial! After a attack.
2) Son of Arnor

Against:

A) Durin's Bane
B) The Watcher with another Tentacle enemy in play

Specific is it legal for the quest? What happens, are the gone/engaged? Status with quest cards? Victory?

Durin's Bane
Type: Enemy
Encounter Set: Shadow and Flame
Threat Threashold: 1
Threat: 4 Attack: 6 Defense: 3 Hit Points: 27
Balrog. Flame. Shadow.
Regenerate 3. Indestructible. Players cannot play attachments on Durin's Bane.

During's Bane cannot leave the staging area,
is considered to be engaged with each player whose threat
is 1 or greater, and attacks each of those players in turn
during the combat phase (deal and discard a new
shadow card each attack).

The Watcher
Type: Enemy
Encounter Set: The Watcher in the Water
Threat Threashold: 48
Threat: 4 Attack: 5 Defense: 7 Hit Points: 9
Creature. Tentacle.
Regenerate 2. While there is another Tentacle enemy in play, The Watcher cannot be optionally engaged.
If The Watcher is in the staging area at the end of the combat phase, each player must deal 3 damage to 1 character he controls.

O Elbereth! Gilthonial!
Type: Event Sphere: Spirit
Cost: 4
Secrecy 4.
Response: After an enemy attacks you, put that enemy
on the bottom of the encounter deck. If your threat is
lower than that enemy's engagement cost, set your
threat equal to the engagement cost of that enemy.

Son of Arnor
Type: Ally
Sphere: Leadership Cost: 3
Willpower: 0 Attack: 2 Defense: 0 Hit Points: 2
Dunedain.
Response: After Son of Arnor enters play,
choose an enemy card in the staging area or
currently engaged with another player. Engage
that enemy.

Against Durin's Bane - According to the FAQ, the word "cannot" is absolute. Therefore, OEG and Son of Arnor would not be effective at discarding or moving DB out of the staging area respectively. The only way to get rid of DB is through the Dark Pit location effect. This point is not 100% clear by a literal reading of the cards since again cannot is absolute yet the dark pit says to discard him, but it seems pretty reasonable this was the intent. There is another thread on this specific topic though if you want to read about counter arguments.

Against the Watcher - Optional engagement only occurs during the encounter step of the round, Son or Arnor is able to engage the Watcher even if another tentacle is in play. Also, OEG is legal to use on the Watcher after he attacks since he is not immune to player card effects. Your threat would go up to 48 by using this though so make sure you have the 5 required progress or you might lose quickly!