Any Phase: If it is not the marshalling phase, kneel 3 influence and discard Den of the Wolf from play (cannot be saved) to repeat the current phase at the end of the phase. (Limit once per game.)

If I use DotW to i.e. repeat the challenge phase, what happens to effects that are limited, i.e. once per phase

Does DotW set up a completely new phase and all used limits (per phase) are reset?

Can I use DotW to repeat an epic phase ... and still do a anoher challenge during the repeated phase?

"...there is an epic phase during which each player may initiate a single X challenge..."

The phase created by Den of the Wolf is an entirely new and separate phase. As such, all "once per phase" limits would be "reset" (or, more to the point, not have been used once in this new phase).

Yes, you can use Den of the Wolf to create a second Epic phase, identical to the one in which the location was used.