Can i play several direct assault in a same challenge and take control of several locations?

I

no. You can use multiples in the same challenge to give up to +6 STR, but each one you play after the first will replace the claim currently in effect at the time of challenge resolution.

So, if it's military claim it becomes "take control of one non-unique location...", then it becomes "take control of one non-unique location...", then it becomes "take control of one non-unique location...".

Hope that's clear.