Hello,

I have one question. After I declare a challenge, for example, power and kneel the character. My opponent use event card let my participate character lose all his challenge icon.

Then does my character still consider participate in this challenge or not. If still in challenge, how to count the str.

The icons matter only when you declare a character as an attacker or defender (and when effects specifically look for them, like The Only Game that Matters). Once a character is participating in a challenge, only an effect that removes it from from play or specifically from the challenge (like Toll Gate) will change that. Additionally, at resolution, all participating characters count their STR (again, barring effects that specifically prevent that, like Scouting Vessel), regardless of icons.