Q. Urami – Does the Vengeance ability resolve if a model uses the Take the Hit or Protected abilities to change the target of an Action to another model?
A. No. Being the target (noun) of an Action and being targeted (verb) by an Action are separate (though closely related). Take the Hit/Protected change the target(noun) of the Action without targeting (verb) a new model. Because Vengeance requires a model to be targeted (verb) it does not work when the target (Noun) of an action changes via other means.
Q. Challenge - Is the effect of the Challenge Action cumulative?
A. Yes. A model can be under the effect of two different Challenge Actions provided they are generated from different models.