How are after combat events resolved (i.e. "when you lose" or "when you win"). Are claim values resolved first and then those events can play, or vice versa.
The Rulebook doesn't appear to depict any Action window in there, so I would assume after claim resolution.
Corey's answer is correct. Note that interrupts/reactions do NOT require "action windows" - unlike "action" "challenges action" and things that are performed as player actions (e.g. Ambushing a card).
The detailed timing info for challenges, on RR p28, explicitly states the following after that step: TIMING NOTE: Reactions to winning and/or losing the challenge may be initiated after the completion of this step.