So here's the situation. I play Valar and my opponent plays Fleeing to the Wall and says he will go first and that his plot will resolve first. I have 5 locations, one of which is The Iron Cliffs. Can I choose to discard The Iron Cliffs for Fleeing but still use its gold tokens for Valar before it leaves play?

Yes, you can discard the Iron Cliffs for Fleeing to the Wall, then use it's ability to save characters from Valar. The Cliffs will be in play (but moribund discard) when the Valar resolves.

Note that you can do that because the cost of the Cliffs' save doesn't include discarding them. It wouldn't work with Iron Mines, because their cost is to kneel and discard them.

I thought each When Revealed is fully resolved (and moribund cards leave play in step 6). Then you resolve the next When Revealed.

I thought each When Revealed is fully resolved (and moribund cards leave play in step 6). Then you resolve the next When Revealed.

Nope. There's only one Step 6, and that's after ALL "when revealed" plot effects are done.

"Fully resolve" doesn't include passive effects, responses or moribund cards effectively leaving play. Those are not part of a card's effect.