Rules FAQ:
- You check if you control an attacking Clansman character at the time you're attempting to trigger this ability -- not whether you controlled a Clansman when you won the challenge. So if you use Tyrion Lannister (LoCR) to return the only attacking Clansman to your hand, you cannot play Attack From the Mountains, because you do not control an attacking Clansman character anymore. (This is similar to how Mirri Maz Duur, Jaqen H'ghar and Lady Sansa's Rose interact with The Hound and Ser Jorah Mormont.)