Brienne is in play and has just won a challenge against the Martells.

The Martells have Elaria Sand in play and tries to use the response to claim a power from an opponent after losing a challenge.

Can the response still be activated ?

Thanks

No. Brienne prevents opponents from triggering ANY effects during the challenge window in which she is participating. The challenge window lasts until the full resolution of the challenge… AFTER all responses could occur for a win or a loss.