hello, i have a question, if i have Walder Frey and i play Catelyn, i understand Walder Frey don t trigger his effect because the window of assign defender passed. im all right?

Walder Frey only keys off "declaring" defenders (which will happen either through a naval enhancement, or through the framework action "Declare defenders"). Catelyn is none of these, so regardless of whether you use her before the declare defenders step or after, she won't bring Walder into the challenge.

hello, i have a question, if i have Walder Frey and i play Catelyn, i understand Walder Frey don t trigger his effect because the window of assign defender passed. im all right?

You are correct. Walder Frey will not trigger or change sides when you add Catelyn.

Are we the part about his passive initiating after declaring a naval character as a defender true? The rules say that declaring a naval character counts as "after a defender is declared" responses , but since Walder is passive, are we sure that translates?

I think your post is missing a word. I also think we established that Walder's ability only triggers after the actual framework action in an older post.