If I play a scheme that says I have to exhaust, pay, or discard something, and the objective player use a reaction to counter it... do I loose the resources I bournt out to use the scheme? Or I get my gold/ discarded cards back?
You get it back.
Think it is in the faq - edit: Nope it is in the rules - p.8 top under "Foiled Schemes".
Only the house special where you spend gold to lower a scheme cost is lost (this IS in the faq).