Just staring this topic as I found no specific ruling on this anywhere. I have 2 scenarios to look at, which I believe overlap the same rule question.
Situation 1: My opponent is playing Arya Stark (THoBaW). He triggers her after one of his character is killed for military claim. I play Lord of Light Protect Us and kneel an Asshai character to pay for this cancel.
Question 1: It is my understanding that my opponent triggering Arya's response makes her moribund-discard. As such, she is considered in play until the end of the response phase, thus opening the possibilty for cancelling her effect, even though her cost (moribund-discard) has already been paid and is not cancellable. Am I getting some features of this wrong?
Situation 2: My opponent controls Dayne Spearman. My opponent loses a challenge, and after the claim choses to activate Dayne Spearman's response. I play Lord of Light Protect Us in order to cancel his response.
Question 2: Following the same logic as above, my understanding is that when my opponent activates Dayne Spearman's response, the character's final destination is set to moribund-shadows. As such, the characters is considered in play for all purposes of triggered effects and character abilities, and remains in play until the end of the response phase, thus opening a window for a cancel and making situation 2's cancel a legal one. Am I also missing something here?
I am looking forward to your replies and insight on these so I can have peace of mind

Thanks.