discarding him chosen a character he has now lost all icons until the end of the phase

does that mean for the one challenge say attacking him with power or has he lost all his icons thought the entire challenge phase

thank you

There is only one challenge phase. During that single challenge phase, players take turns as the active player and declare challenges. So there is only one challenge phase during which all players attack (and defend) all their challenges.

So, if you use the Orphan in the challenge phase, "until the end of the phase" will mean through all challenges declared by all players, not just the next challenge declared.